I thought Z handled the brightness? I did not hook up the Z when I did the Asteroids...Z would help me remove the dots in the asteroids, correct?
Yes, Z is the brightness. The only difference with a color tube is there are three brightness signals from the game board to the monitor (each controlling the R, G, and B guns). Versus in a b/w monitor where there is only one brightness signal, controlling one gun.
The Z signal isn't necessary to connect to a scope when debugging. (Plus, you can't really connect the Z signal directly on most scopes. It won't work right unless you scale and I think invert the Z signal.
@VectorCollector probably knows the details. Someone here used to sell a small board that would do it for you.)
However you aren't using the scope to debug anything related to Z. You're mainly using it to determine of the X and Y drawing signals are correct, so you know the picture is being drawn roughly correctly (and doesn't have any issues like H or V collapse, or half of the screen is missing, or everything is drawn wonky, etc.) You're using it as a safety device, to check the signals and make sure they are safe before connecting the monitor.
You basically just need to check the test mode crosshatch, then if that's ok, pop out into attract mode, and make sure everything looks roughly ok.
If X and Y are ok, you can connect to your monitor and use that to debug any Z issues, or any more fine graphics issues that you can't see on the scope.