Reduce power supply voltage
Your root problem is that either you are using the wrong transformer or your mains voltage is too high. Replacing your transformer with a lower-output unit is your best bet.

Assuming that you really are using a 30 VCT transformer, rather than the 36 VCT unit which I suspect you have, replace it with a 24 VCT unit.

None of the solutions which you are considering will work terribly well. A zener can do the job, but you need a high-power device in order to handle the surge currents which occur at the mains voltage peaks. If you use 1 ohm resistor and a 20 volt, 10 watt zener you should be OK, but those things are expensive.

Something like an LM317/LM337 will not work well, since at full amplifier output you're running beyond their current capability, and the reliability of the circuit will be very poor.

Putting a resistive load on the supply to drop the voltage is actually the worst of your options. The problem is that it won't do any good if you don't have a load connected to the amplifier. Even during test you would need to maintain a load, or risk killing your op amp. 

Using diodes to drop the voltage is just as iffy as using resistors, and for the same reason.