Hi,
30ma output current and 1ma zener current means we have a total of 31ma or 0.031 amps. We have to drop 25 volts with 0.031 amps. Ohm's Law says that means we need a resistor of 806 Ohms. If we use a resistor of 800 Ohms we get just a little over 31ma which works ok. The power is about 0.78 watts, so doubling that we get about 1.5 watts, so a 1.5 watt or better resistor is required for good operation.
Note we left 1ma extra for the zener even when the output circuit draws it's maximum current of 30ma, but we may wish to leave more like 5ma for the zener. Then the required resistor is 710 Ohms at 1.8 watts
In both cases the zener can be a 1/2 watt device.