But on the knock example, they use just a 1m resistor? would it be enough if the piezo generates 20V ?
What about sing a 10M ? could it replace the zener solution being more simple?
the zener with a 1 meg resistor should be fine. A Piezo sensor produces very low current and the zener will absorb the higher voltages without problem.
Using a higher value resistor won't work and a lower value will reduce the voltage but does not limit the voltage in the way a zener does.