Just to get it straight. As I want to have a random effect on intercept and slope, either I construct the matrix Z as Reaction ~ 0 + Subject + Subject:Days (as I did), or I construct the same matrix with the fancy Khatri-Rao method. The two approaches should be equivalent right? (I will verify this myself later when I am back from work).
No problem 
But it seems you do not have an example with random effects on slopes, or do you?