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Just read this archive about charging a HP-25 safely with a simple mod :
Why zener? Why not just a bunch of 1n400[x]? Or even some smaller ones will probably do just fine. Avoiding leakage and generally it'll be much more robust. It's not like there isn't room for them in there. Make a nice package in thin heat shrink.
When dealing with such small voltages and much space I'd personally just go for a bunch of ordinary diode. Each having ~0.6 v drop. Hey if you want reverse protection too then just put in either a serial or shunt whichever you prefer and is practical in the specific case. Analog to a zener that'll be a shunt.