Make a zener diode out of a MOSFET
This works: -







simulate this circuit &ndash; Schematic created using CircuitLab

As the drain voltage rises from 0V D1 is not conducting until it reaches its zener voltage (simplistic words). Then a gate-source voltage starts to develop as the drain voltage rises further. At some point (maybe 1V - 4V higher than the zener voltage) the drain starts conducting current and therefore keeping the drain voltage about constant.