Using a resistor in series with a Zener is a common way to get a voltage *reference*, but it's of limited value as a regulator. Basically the current draw has to be exceedingly small, because as you pull variable current from the supply, there will be a corresponding voltage drop. If you follow this with a traditional linear regulator, sourced from the junction between R1 and D1, the regulator will drop the remaining voltage. This could be anywhere from the entire voltage difference (at no load) to being already well below the desired regulated voltage (at heavy loads). If you calculate the max allowable current draw and size the resistor so this load corresponds to the point where its voltage drop results in a perfect Vin for the linear regulator, you can probably make it work, but it's a kludge.

In addition to being dependent on current, using a resistor is not at all an *efficient* way to drop voltage -- it becomes wasted heat. However, it's essentially how all linear regulators work (except the *resistance* is variable depending on the *load*) and also what makes linear regulators inherently inefficient.

None of that really takes the Zener into much consideration. For that, you have competing goals: Keep the resistance high to avoid dumping tons of current through the Zener, which would overheat it and burn it out; and keep the resistance low so you can draw current from the PSU without simultaneously dropping all available voltage through the resistor. There's a fairly small window where you can satisfy both criteria.

Your line of thinking is how to reduce the heat load on one regulator, correct?. The simple solution to this is to spread that load among other devices. One such way is to use a regulator as a controller, and have the load pass through a heftier transistor (and/or parallel transistors). You can also pre-regulate the voltage so the drop is shared between two or more regulators. This works, but it's usually not the best approach.