Step 1: Compute the initial energy stored in the capacitor.
The energy stored in a capacitor is given by:
\[
E = \frac{1}{2} C V^2
\]
Substitute \( C = 10 \,\mu F = 10 \times 10^{-6} \,F \) and \( V = 10 \,V \):
\[
E_{\text{initial}} = \frac{1}{2} \times 10 \times 10^{-6} \times (10)^2 = 0.0005 \,J
\]
Step 2: Compute the final energy stored in the capacitor.
After the switch is closed, the voltage across the capacitor is clamped to \( V_Z = 5 \,V \). The energy stored becomes:
\[
E_{\text{final}} = \frac{1}{2} \times 10 \times 10^{-6} \times (5)^2 = 0.000250 \,J
\]
Step 3: Calculate the energy dissipated in the Zener diode.
The energy dissipated is the difference between the initial and final energies:
\[
E_{\text{dissipated}} = E_{\text{initial}} - E_{\text{final}} = 0.0005 - 0.000250 = 0.000250 \,J
\]
Convert this to millijoules:
\[
E_{\text{dissipated}} = 0.250 \,mJ
\]
Final Answer:
\[
\boxed{0.250}
\]