Engineering of cooling mechanisms is a bottleneck in nanoelectronics. Whereas thermal exchanges in diffusive graphene are mostly driven by defect assisted acoustic phonon scattering, the case of high-mobility graphene on hexagonal Boron Nitride (hBN) is radically different with a prominent contribution of remote phonons from the substrate. A bi-layer graphene on hBN transistor with local gate is driven in a regime where almost perfect current saturation is achieved by compensation of the decrease of the carrier density and Zener-Klein tunneling (ZKT) at high bias. Using noise thermometry, we show that this Zener-Klein tunneling triggers a new cooling pathway due to the emission of hyperbolic phonon polaritons (HPP) in hBN by out-of-equilibrium electron-hole pairs beyond the super-Planckian regime. The combination of ZKT-transport and HPP-cooling promotes graphene on BN transistors as a valuable nanotechnology for power devices and RF electronics.