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