You can't make a Zener diode from a commercial MOS transistor. Zener breakdown (effect) relies on quantum tunneling of electrons trough the thin space-charge region formed in heavily dopped pn junctions . In common MOSFETs, the only heavily dopped regions are the source and drain, while the bulk is usually a lightly dopped p region. Thus, making pn common junctions is easy, but heavily dopped junctions are not available.
Such quantum effects show up in short channel MOS transistors (bellow 65nm), but such devices are not commercially available. Nonetheless, you may try to use the base and emitter regions of a npn bipolar transistor as a Zener diode, due that the emitter is usually a heavily dopped region, but you may expect a higher Zener voltage than the common 5.1 V.
 Principles of electronic materials and devices, Kasap S.O., McGraw Hill, pag. 444.