We study I-V characteristics of an all-II-VI semiconductor resonant tunneling diode with dilute magnetic impurities in the quantum well layer. Bound magnetic polaron states form in the vicinity of potential fluctuations at the well interface while tunneling electrons traverse these interface quantum dots. The resulting microscopic magnetic order lifts the degeneracy of the resonant tunneling states. Although there is no macroscopic magnetization, the resulting resonant tunneling current is highly spin polarized at zero magnetic field due to the zero field splitting. Detailed modeling demonstrates that the local spin polarization efficiency exceeds 90% without an external magnetic field.