I think your configuration is quite all rigth.
The 24V Zener will protect the regulator against "spikes".
A resistor (or the Zener) will not "puff" through spikes 
They will need a certain energy so it can heat up - this is VIt. "t" beeing the most important part of this equation. Though the ratings say "watt", this means permant dissipation, for a very (!) short time the power resitance is much higehr with reasonably sized devices (this is more complex inside integrated circuits)
It you are not much interested in ripples, tha a 4.7uF cap will do for your 30 mA