u have to add a current limiting resistor between diode and ground if u want to limit the current to zener and prevent overheating. Put the value of resistor which will not cross your zener max reverse current specification.
If this zener diode is used for power supply, i suggest using switching regulator for very small impedance and leakage current. If used for voltage reference, provide output of switching regulator and use a small current limit resistor.
for eg. for Imax of 300uA from zener with zener voltage of 6V and Vbat=10V, R-series=(10-6)/0.0003=13.333kOhm
hope that helps.