Power indicator for circuits with voltages much higher than LED forward voltages (say 15-48V)
Use a different LED. High brightness LEDs should still be plenty bright enough for an indicator at 1-5 mA.

The problem you have is whatever component(s) you use to do this linearly will be dissipating the excess energy as heat. 

The only way to perform this more efficiently if you wish to run from a high voltage, and put 20 mA thru the LED is to use some kind of switching device but that goes against one or more of the simple, cheap and low component count requirements.