Zeners sound like...
…this:-
It’s the closest audio representation of the quantum avalanche effect that we could make. The sound of actual electrons bumping together. A Zener diode was sampled at 50 kSa/s using an 8 bit oscilloscope. That data was then converted to an unsigned 8 bit PCM file with no volume changes whatsoever. The only change we were forced to make was to marginally down sample to a standard 44.1 kHz when exporting the data as mp3
.

Raw sound wave with a linear scale.
Notice the close similarity with the original oscilloscope trace halfway down this page. Also notice the almost (but not quite) white noise spectrogram below.

Audio spectrogram.
Looking at the wider frequency domain, we find a continuous but messy mash up of frequencies out to 500 kHz as suggested below:-

Fourier transform of the avalanche signal sampled by oscilloscope.
Some of the complexity of the above chart is due to the sawtooth shape of the Avalanche signal. Sawtooths have a complex Fourier transform running into even and odd harmonics ad infinitum.