Okay, the answer is more trivial than I thought:
If $B$ has the above symmetries, then it's in particular symmetric under orthogonal coordinate changes _simultaneous_ in both variables. On the other hand, whenever $|z_1| = |z_2|$ and $|z_1 \cdot v_1| = |z_2 \cdot v_2|$, there exists $Q \in O(d)$ such that $Qv_1 = v_2$ and $Qz_1 = z_2$ (first perform a rotation $R$ that sends $v_1$ to $v_2$, then rotate about the $v_2$-axis such that $Rz_1$ is sent to $z_2$). Hence we just have to choose a rotational symmetric standard mollifier and do a convolution in the $z$ variable.