... > 236P, dash, ...
The default option, but also generally the easiest to counter-play. There is a 6f gap in between the two hits of "Pierce" meaning that any <6f button that hits sufficiently low to the ground (doesn't have to be particularly low)> can hit Eddie and kill him before the second hit is able to connect. After killing Eddie the opponent is able to gatling or special cancel to attempt to hit Zato. Zato can block these, but if you've gone for a normal assuming they blocked both hits of "Pierce" you may end up getting hit. Additionally, jumping out of the gap is a strong option and characters with powerful air tools such as Baiken's j.SGuard:
or Faust's j.2KGuard:
can pose a real threat afterwards.
This option is strong in that it is relatively low committal while being very high reward if the opponent respects the gap. If your opponent is new to fighting Zato or too scared to challenge the gap this is the least costly way to gain plus frames.
If both hits are blocked this results in around 30 frames of advantage for Zato, enough time to dash forward and true string a 2S or 5H to allow time for Eddie to recover and setup the next action.