If there is a figure in the scene, the sugestion made by markschum should work, even if the prop is not parented to the figure. Just edit the line in the pz2 that says "prop SomeName_#" to read "actor $CURRENT". When there is no figure in the scene you won't be able to apply any pz2 to anything, but if you need to get round this restriction you can change the file extension of the pz2 to cm2 and place the file in a camera folder, cm2 file will work even when there is no figure in the scene.

The alternative, as wdupre said, is to create a material collection. But as you are not getting the + sign, that option seems ruled out for the moment. I don't know why you are not getting the + sign, you should be able to see it. Perhaps you have a camera selected as the active item instead of the prop, that would cause the + to be missing, or perhaps the bottom of the pallet has been dragged below the bottom of the screen, or is obscured by the Windows Task Bar?