The early growth of black holes in high-redshift galaxies is likely regulated by their feedback on the surrounding gas. While radiative feedback has been extensively studied, the role of mechanical feedback has received comparatively less scrutiny to date. Here we use highresolution parsec-scale hydrodynamical simulations to study jet propagation and its effect on black hole accretion onto 100 M black holes in the dense, low-metallicity gas expected in early protogalaxies. As the jet propagates, it shocks the surrounding gas and forms a jet cocoon. The cocoon consists of a rapidly-cooling cold phase at the interface with the background gas and an over-pressured subsonic phase of reverse shock-heated gas filling the cocoon interior. We systematically vary the background gas density and temperature, black hole feedback efficiency, and the jet model. We found that the width of the jet cocoon roughly follows a scaling derived by assuming momentum conservation in the jet propagation direction, and energy conservation in the lateral directions. Depending on the assumed gas and jet properties, the cocoon can either stay elongated out to a large radius or isotropize before reaching the Bondi radius, forming a nearly spherical bubble. Lower jet velocities and higher background gas densities result in self-regulation to higher momentum fluxes and elongated cocoons. In all cases, the outward momentum flux of the cocoon balances the inward momentum flux of the inflowing gas near the Bondi radius, which ultimately regulates black hole accretion.We also examine the accretion variability and find that the larger the distance the jet cocoon reaches (either due to lower temperature or a more elongated jet cocoon), the longer the variability timescale of the black hole accretion rate. Overall, we find that the time-averaged accretion rate always remains below the Bondi rate, and exceeds the Eddington rate only if the ambient medium is dense and cold, and/or the jet is weak (low velocity and mass-loading). We derive the combination of jet and ambient gas parameters yielding super-Eddington growth.