install mental ray Plugin for Maya 2016. https://knowledge.autodesk.com/support/maya/downloads/caas/downloads/content/mental-ray-plugin-for-maya-2016.html go to maya>windows>settings/preferences>preferences>Plug-in manager check on loaded and auto load. now both Maya 2016 to Zbrush and Zbrush to Maya 2016 works fine.
For folks coming here looking for an answer to Goz -> Maya 2016. You have to install mentalray plugin not just satelite which is available here: http://knowledge.autodesk.com/support/maya/downloads/caas/downloads/content/mental-ray-plugin-for-maya-2016.html And then also once maya 2016 is started check Windows > Settings /…
Just install the maya 2016 mentalray plugin, don't forget to activate the plugin mayatomr.mll in windows/ setting-preferences / plugin. I don't know exactly why but it's needed but it works perfectly. managerhttp://knowledge.autodesk.com/support/maya/downloads/caas/downloads/content/mental-ray-plugin-for-maya-2016.html