C, 89
===

    i;main(){char s[4];while(++i<501){sprintf(s,"%d",i);puts((i%3&&!strchr(s,51))?s:"bzzt");}}

Not a serious contender.  This is essentially [bacchusbeale's answer](http://codegolf.stackexchange.com/a/32301/14657) golfed better, as I suggested in comments to his answer.  I also used `strchr` as a shorter test than a `for` loop to see if the string version of the integer contains the character `3` (character 51 in ASCII).