Zener diode need to work in Reverse Bias Region in order to regulate the voltage properly.First Nowhere is mentioned the kind of the zener nor its power dissipation, not even from you, I meant what was your kind of the zener.
Second, you complain from immediate burning and that speaks for non-propper zener working point or other board fails. Instead of to show your knowledge it is better to come with a solution, and ... Yes 6.2k resistor with BZX585-B36 with 2mA Iz will work. It will work correctly also with the Mod, I publish for the 48V supply ( recommended value is 16k for the extra R - less heated Q1). Definitely, I don't expect to be burned this time!