Well, I answer to myself (the night was long !)
After comparing official firmwares to openWRT ones with an hex editor, I could figure out why it was not working.
MZK-W04NU firmwares seems to have a constant size, whatever you decide to include inside. The generated .webui openWRT firmware size was 7,798,818 bytes where the official one was 7,864,320 bytes.
The actual process is the following :
1. Padd with 0x00 the .uImage kernel to reach 1,441,792 bytes (dd bs=1408k conv=sync)
2. Padd with 0x00 the .squashfs file to reach 6,356,992 bytes (dd bs=6208k conv=sync)
3. Concatenate the 2 above files (.uImage + .squashfs = .bin). We now have the .bin file
4. Add the Planex header (34 bytes) using (mkplanexfw). We now have the .webui file
1,441,792 + 6,356,992 + 34 = 7,798,818 bytes. 65,502 bytes were missing in the target/linux/ar71xx/image/Makefile in order the firmware could be uploaded via the Planex http interface :
5. Padd with 0x00 the .webui image to reach 7,864,320 bytes (dd if=.webui bs=7680k sync=conv of=.webui2)
After that, I could upload the firmware successfully.
Note : The last padd must be done AFTER the Planex header writing, if done before, the header won't be accepted by Planex GUI.
After that, I could begin to play. Unfortunately, I made a mistake when uploading a new firmare with mtd and I briked it. I just bought a 3.99 euro Nokia cable.
Note sure how to upload a new firmare with mtd for the lastesk trunk version. Anyone can help about that ?
Thanks !