I had a DMD in my TSPP have a SOT23 zener diode go short. It was pretty obvious the part was bad as I think it was visually blown on the DMD board. I used a traditional glass axial zener and tacked it down to the pads. Powered up and then a capacitor and fuse exploded. There was more stuff wrong with the HV regulation.
I said fudge it and bought a used DMD for really cheap on ebay. I made sure to get one that was not doing voltage regulation with SMT parts on the DMD board as the the voltage supply they where making on the DMD board was available from the HV power supply in the head of the game. Ended up having to fix the HV power supply too in the head too.