If you are making your own temperature-compensated Zeners with the series connection of a reverse-biased Zener (usually 6.8 V) and a forward-biased PN diode (which could be a second Zener), you can find a current for each set at which the tempcos cancel for a zero net tempco. With your ovens, you can put several such sets in the oven, stabilize the units at one of a discrete set of temperatures (the wider spaced the better), and measure the voltage-vs-current using your 5-digit meters. If your current values are repeatable, you can compare the voltages directly at different temperatures, or you will need to do some simple curve fitting.
Details on compensated Zeners can be found in the old Motorola Zener diode handbook, which shows the combinations of Zener with one, two, or three diodes that gave the standard voltages of 7.5, 8.2, and 9.1 V nominal.