I don't recall seeing an option like that, but it doesn't mean there isn't one.
However, even if you don't find one, you can find the Z moves in the g-code pretty easily and put an M01 optional stop in. If you use an editor with regular expression search you could do an automatic search and replace. Or you could write a basic program.
You're going to have to make sure you don't get any multi-axis moves for interpolation or ramping or you won't be able to manage that though.
People certainly have done what you're thinking of, though I think they only do it just long enough to get a proper Z-axis motorized!