Hi John,
Yes, lower-voltage zeners can have such a "soft" knee that it may be better to use a string of a few forward-biassed diodes (say 0.6 volt each). In fact I think it was the BZY88 family which had a "1V2" version that just had two normal (forward biassed) diodes in series, inside the standard package.
An interesting alternative to low-voltage zeners is to use LEDs. Some Red LEDs drop only just over a volt (at fairly low current), but Yellow and Green nearer to 2 volts and Blue/White around 3 volts, with the added advantage that they emit some light when "catching" an over-voltage.
Of course the exact limiting voltages are not "guaranteed", whilst they are for a zener, but then the curves I posted above don't give too much confidence in what an actual limiting voltage will be (or more particularly, at what voltage they
won't upset the normal circuit operation).
Personally, if I needed to catch (protect) a voltage in the region of +3 volts, I'd probably connect it to the emitter of a PNP transistor, with its base to a divider chain about 0.6 volts lower (and collector to ground). Not totally "bomb proof" but probably better than relying of the "static protection" diodes (to VDD) of a typical microchip.
Cheers, Alan.