I could use some assistance with determining which Zener Diode to use

Another point worth noting: if the first LED is blue (or white for that matter), the first step will require a significant power to begin to light up.
This remains valid for both the OP's version and mine.
At least 2 volts peak will be required, which is quite loud, even with relatively inefficient speakers. Using green LEDs would halve the threshold, and is probably more sensible
 
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