Accepted offer contingent on background check, another employer is contacting about an interview. What to do?

First post here and posting from mobile so please pardon any formatting errors.

I recently graduated and began the job application process. I applied to two companies, company A and company Z. Company A was hiring immediately while company Z was hiring for a position offered at a later time. Both contacted me for initial interviews. After the first round of interviews, Company A contacted me within days to proceed while Company Z kept me in limbo for 2-3 weeks. In the time that company Z did not contact me, I went through multiple rounds of interviews with company A and accepted an offer that was contingent on a background check. In addition, I negotiated a start date which is in the next few days and have started the onboarding phase. After accepting the offer with company A, company Z contacts me back and is inviting me to the next round of interviews.

The onboarding phase consists of a background check. I’m worried that there’s a slim chance my offer can be revoked as a result of my background check, despite my start date being within the next few days.

I prefer to work for company A than company Z.

Things brings me to my primary concerns:

• The start date is rather soon. What’s the likelihood that company A will rescind their offer on day one?

• Would it be wrong of me to contact company Z back since I have accepted an offer with company A?

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