Looks like a pretty cool setup.
I have had success with associations, but the security level for all devices needs to match. Since the highest level of security for the bulbs is S0 and the highest for the dimmer is S2, that can cause problems. One answer is to force the dimmer to pair at S0 or to force both of them to pair with no security.
Once that is done the instructions are pretty straight forward:
One thing that you might want to do if you are using scenes is to use the held and released scene to control the bulbs. This utilizes a z-wave capability to “startLevelChange” Up or Down. This will start dimming the bulbs in either direction while you hold the button and stop when it is released (much like a traditional dimmer).
This is an example of our dimmer with hue bulbs but the concept is the same:
