Yes, but you have to be careful with the amount of output current you draw from the string. All of the output current goes through the resistor and whichever diodes are "above" the output tap being used. If you draw out too much current, the voltage drop across the resistor increases until there is not enough voltage left across the diode string to properly bias it. So make a table of the output current at each tap, the voltage across each zener, and the max current for each zener (based on each diode's max power dissipation spec). Sketch up a schematic showing the powr supply, resistor, all diodes, and the load current at each tap, and post it here for review.
Note - for best reliability, derate app components by 50%. That is, if a zener diode is rated for 1 W, do not cause it to dissipate more than 0.5 W under any conditions. Same for the resistor.
ak