If you use some large resistors to generate the reference then you need a capacitor to keep the noise off it and prevent problems as the comparator switches.
I don't know how you are going to use a zener for 0.3V reference, other than a higher voltage and resistors to reduce it. I am not sure a zener is a good way - you might need quite a bit of current.
You could consider a Schottky diode as a 'reference' although they usually aren't great for leakage, but possibly better than zeners.
Keith
Added after 1 hours:
For a voltage reference you could look at something like the MAX6006A which works down to 1uA. You will still need to pad that down to your 0.3V.
A number of years ago I designed an IC for radiation monitoring which had similar requirements. I designed a 200ns comparator which took 2uA and a 12 bit DAC for setting the threshold which took less than 5uA. Unfortunately it was a multi-channel chip with opamps, regulator and other parts so is not available as individual devices, otherwise some of the building blocks might have been a suitable solution to your problem. With newer, smaller geometries those figures should easily be beaten.
Keith.