Let me try to shed some light on the subject:
1.- Let's say the "designer" of this clone took the typical schematic from the boost converter datasheet, and forgot to add a current limitation (by mistake, or to save a few more cents)
2.- Let's say the boost can source 100mA and 30V (just a guess, I don't have measurements of the circuit with its chinese ICs):
2.1.- If you try to test a 30V zener, you are applying 3W to it (P=V*I). If it's an small zener (0.25W or 0.5W) you will fry it, or if supports it for short term, you would be testing it outside its intended operating window
2.2.- On the other hand, if the efficiency of the boost converter is around 85%, you will be asking close to 1A from the battery. For a small Li-ION battery, you will be exceeding the recommended C-rate
2.3.- If you put a small resistor in parallel to the zener, you will be lowering the maximum zener voltage you can measure, and for small-V zener (like 3.3V), you will still applying a lot of current to it, and drawing high current from the battery, whether you're testing a zener or not
2.4.- If you modify the IC voltage divider, you will be still lowering the open circuit output voltage, but not limiting the current
Therefore, as madires suggested, the best mod for a circuit like this it would be to add a current limiter, or if space is a problem, at least a series resistor, as indman suggester earlier (just make sure to add it before the measuring loop)