The widely and commonly adopted upper bound on the set size of aperiodic Z-complementary sets (ZCSs) in the literature has been a conjecture. In this letter, we provide detailed derivations for this conjectured bound. A ZCS is optimal when its set size reaches the upper bound. Furthermore, we propose a new construction of ZCSs based on extended generalized Boolean functions (EGBFs). The proposed method introduces optimal ZCSs with new parameters.