When using zener diodes, you should consider the expectable leakage currents below the nominal zener voltage. In most cases, they'll be inacceptable for an analog input channel.
The source impedance required in the dsPIC datasheet is 1k rather than 250 ohm. Obviously, the idea is to keep errors caused by input currents clearly below 1 LSB. Unfortunately, 1k is not very practical for a high voltage divider. The source impedance of the AN circuit isn't 1k but about 8.2 k, as you may want to calculate. So you'll either accept larger errors (that are hopefully constant and can be calibrated) or you have to place buffer amplifiers.