Inductor for boost converter circuit
The MLZ series of inductors is not designed for power conversion (buck, boost, etc.), but instead for power supply filtering. This means that a) the windings are not optimized for low skin losses, and b) the magnetic core is not optimized for low core loss. From a circuit design perspective, this means the boost regulator will be less efficient.

If efficiency is not what you're after -- if you simply care for functionality and compactness -- then I don't see any problem using MLZ (or other "ferrite choke") inductors, as long as your circuit doesn't overheat. In practice, this means sticking to low power levels. Just ensure the current rating covers your needs (with healthy margin), and evaluate the power supply thoroughly.