 Solution

The squared angular momentum operator and one selected component are commuting operators, so a complete set of common eigenfunctions can be chosen: for the $z$ component these are the usual $|j,m⟩$ angular momentum eigenstates. Distinct components do not have a common complete eigenbasis, because their commutator is another nonzero component. A $j=0$ state is an exception in which all components vanish; noncommutation does not forbid every individual common eigenfunction.