The first nonlinear gyrokinetic simulations obtained using a moment approach based on the Hermite-Laguerre decomposition of the distribution function are presented, implementing advanced models for the collision operator. Turbulence in a two-dimensional Z-pinch is considered within a flux-tube configuration. In the collisionless regime, our gyromoment approach shows very good agreement with nonlinear simulations carried out with the continuum gyrokinetic code GENE, even with fewer gyromoments than required for the convergence of the linear growth rate. By using advanced linear collision operators, the role of collisions in setting the level of turbulent transport is then analysed. The choice of collision operator model is shown to have a crucial impact when turbulence is quenched by the presence of zonal flows. The convergence properties of the gyromoment approach improve when collisions are included.