i disagree with you .Multimeters Are Best Friends of a Tech .Why The Hell Would Anyone Use a PSU to Check Zeners IF You Have the function in your meters ? .Not only this have you people actually seen the specs of this wonderful meter .
You won't find Zener testing because of the voltage that would be required at the probes.
Suppose you want to test Zeners up to 30V, there would have to be 30V across the probes, and the meter would have to be able to source enough current to put the Zener into its constant voltage region. That's enough to cause damage to other components, and nobody wants a meter that damages the circuit they're probing.
For small Zener voltages, the regular diode test function will work just fine. If you have, say, a 3.3V Zener, the diode test function will report 3.3V with the probes one way round and about 0.6V with them the other way round.
To test higher Zener voltages, you need a power supply, a resistor and a voltmeter, that's all.