i think i will be using a Zener for each LED as a shunt
Just remember that the zener power rating must be rather greater than the individual LED power consumption and that each zener will need sufficient airflow / cooling ability to continuously dissipate significant power.
eg. if you pick a zener with a voltage 50% higher than the LED forward voltage, in case of a LED failure the zener will be continuously dissipating 50% more power than the LED did..
For high-power LEDs you may be in to the realm of stud-mount zeners & heatsinks, which will not be cheap.