Here are some calculations to get you started on a basic zener circuit, see the attached, badly drawn paint picture for the schematic.
Because the voltage difference between the two is large (28-9=19V) you should use a 1.3 W type (those are pretty common), the voltage should be 9.1V (also standard). The maximum current through the circuit can be around 1.3W/9.1V=0.142A, the voltage over R is 28-9.1=18.9V so the minimum resistor value should be at least R=V/I => 18.9/0.142=133 ohms.
To calculate the maximum resistor value we will have to know the current and voltage difference, which we do. The voltage difference is 18.9V and the current is as you mentioned about 10mA. 18.9/0.01=1890 ohms.
To get the appropriate resistor we use the closest E12 value which appears to be 1.8k.
When using this resistor there will be a current flowing of I=V/R => 18.9/1800=0.0105 = 10.5 mA.
The power in the zener will be P=V*I => 9.1*0.0105=0.09555 Watt which is far below our maximum of 1.3 Watts. It is still a smart thing to get a zener this large, they are only 10 eurocents in the Netherlands so who cares