I have read several mentions throughout this forum about checking lose suspension components. Can anyone tell me what specifically to look for ?

just go through and check torque on all the bolts you can access

[2015 Z Force 800 53/Trail EPS]

Yep, all..bolts, nuts and pins relating to suspension and diff mounts first. Then check all steering related parts.

I would check, rear sway bar links, front and rear, upper and lower A-Arms.  Even after re tightening them I still had one or two back off over the course of several months.  I may consider using a jam nut or Locktite on them.