This page seems like much ado about nothing. It shouldn't be a big problem to create a zener shunt regulator for this particular situation.
Your R2 serves no practical purpose. I'd replace it with an electrolytic capacitor to lower the output impedance and provide a more constant output voltage that is more immune from spikes and brown-outs on the input. For a 10mA load, a value of 47uF will be just fine.
You didn't say how much your load current varies (if at all) from the 10mA nominal. Let's say it could potentially double to 20mA. And let's say the input voltage could potentially fall to as low as 10V. And let's say we want the zener current to never fall below 5mA otherwise voltage regulation will just get worse. Finally, let's use a 3.9V zener, as this will suit your requirement better.
R1's value must be calculated for minimum input voltage at maximum output current. So R1 = (10V - 3.9V) / (20mA + 5mA) = 244 Ohms. (Use a standard value of 220R)
The maximum current that will flow through R1 will be with the highest input voltage while the output is short-circuited. Assuming an automotive application, Vin could be as much as 14.5V. Maximum power dissipation in R1 will then be 14.5V * 14.5V / 220R = 0.96W, so use a 1W resistor.
Under normal running conditions the dissipation in the resistor will be: (12V - 3.9V)^2 / 220R = 298mW, which means the 1W size resistor will stay fairly cool.
The dissipation in the zener under nominal conditions will be: (((12V - 3.9V) / 220R) - 10mA) * 3.9V = 105mW, which is well within its capabilities.
Maximum dissipation in the zener will be at maximum input voltage and with the load disconnnected: ((14.5V - 3.9V) / 220R) * 3.9V = 187mW, which is still below its maximum rating. (I believe it's about 400mW.)
So, make R1 a 220R 1W resistor, D1 a 3.9V zener diode, and replace R2 with a 47uF electrolytic capacitor, and you're all good to go.
Or... you could just switch to using something like an LM317 regulator with a couple of resistors to set the output voltage, and a capacitor for stability, but that's another story.