Minimum power rating of zener diode
The zener must be power rated accordingly so, if the maximum power that can be dissipated through it in a given circuit is \$\boxed{X}\$, the zener diode must, as a minimum, have a power rating of at least \$\boxed{X}\$ at the full working temperature of the local ambient surrounding it. In fact, when taking reliability into account, the minimum should be somewhat greater than \$\boxed{X}\$ (possibly 1.25 times greater). That's called de-rating: -

In electronics, derating (or de-rating) is the operation of a device
at less than its rated maximum capability in order to prolong its
life. Typical examples include operation below the maximum power
rating, current rating, or voltage rating.

See also the de-rating graph in that wiki article: -