Do Catholics consider saying "Jeez(e)!" to be a violation of the Second Commandment? Is saying "Jeez(e)!" (also: Geez(e), Jese, Jez, and with lower-case initial) using God's name in vain?

According to the OED, the U.S. slang interjections Jeez(e and gee (from which comes gee whiz(z, a corruption geewhillikins, itself a corruption of "Jerusalem!") are corruptions of "Jesus!"
The term "using God's name in vain" comes from the Ten Commandments, which were given to Moses in the Old Testament:


  "Thou shalt not take the name of the Lord thy God in vain" (Exodus 20:7, KJV).


The New International Version renders it as follows:


  "You shall not misuse the name of the Lord your God" (Exodus 20:7, NIV).


For there to be an incorrect way to use God's name, there must also be a correct way. God's power is manifested where his name is used appropriately. Some of the contexts where the use of God's name is appropriate are:


Praying (Matthew 6:9, John 14:13–14).
Doing God's work (Matthew 28:19, Acts 4:30, James 5:14).
Preaching the gospel (Acts 9:27, Acts 17:3).


Taking the name of the Lord in vain is a form of blasphemy. To use God's name in vain means to use it in a way that doesn't show proper respect – to use it out of context, or in a demeaning way. Some of the definitions of "vain" are "not yielding the desired outcome" or "lacking substance or worth." Using God's name without the desire to invoke Him; not really meaning it.

Therefore, to bring it back to your question, yes, using the slang term "Jeez" is taking God's name in vain because, as you stated, it is a corrupted form of the name Jesus, which is one of the names of God.

Imagine how annoyed you'd be if people kept using your name without looking to you – yelling out your name as if to call your attention but then turning their back on you; referring to you by a nickname you didn't like; using your name as a filler word or as an insult. I'm sure God doesn't get annoyed in exactly the same way we do, but it's something to think about.