I do not want to discourage you from changing things - but the regulator
tubes are quite reliable and are also a visual indicator of high voltage.
They will have exactly the same heat and power usage as zener diodes, so
there is no advantage to use them.

Except, of course, if you need the socket for a product detector.

They sell higher voltage zener diodes, although you will need to be able to
dissipate the power dissipated by the regulator tube. You can series
zeners to get the correct voltage.

Colin K7FM