If you buy a 1N5297, all you need to do is connect 2 wires..as described in earlier posts. The package you are thinking of will probably work but requires one extra connection. Here is a link to some specs on current regulating diodes:
The 5297 is a lot more expensive then a 5296, and the difference in value is tiny. The 1n5297 is 1 ma and the 5296 is 0.91. I doubt your CS will be much better at 1 ma versus 0.91 and you can save a lot, or buy a bunch more for the same price. This is truely splitting hairs. I own a variety of CLD's just for experimenting.