Different opinions have been voiced regarding Zener screen grid feed over past years. My first mention of this was on Powerscaling forum in 2008 if I'm not mistaken.
Anyway, I agree with Mr. Grimwoods main objection to using Zeners:
We can always put a 25mA or 50mA fuse in series with each screen grid.A real danger with the series Zener Diode configuration is that if the diode breaks down and short-circuits then full supply voltage will be applied directly to the Screen-Grid. This may destroy the tube in the process.
As applied to guitar amps, the effect of Zener fed screen grids perhaps is not directly noticed by accidental listeners ears but translates to the feel of the amp as experienced by the not so accidental player.
As in all our tone chasing endeavors the motto should be:
"If it sounds and feels good then it's good! - make it safe and reliable."