Dear Harry,
Marathi does not use any letters like ज़ with an underdot. In Marathi, the written letters च, छ, ज, झ have two pronunciations each, one set of pronunciations matching the Sanskrit palatal sounds, while the other set matching the dotted letters used in Hindi. While the native speakers have no problem with this, the non-native speakers often find it difficult to figure out which pronunciation is intended in a given word.
Madhav M. Deshpande
Professor Emeritus
Sanskrit and Linguistics
University of Michigan
[Residence: Campbell, California]