I just ordered a new La Pavoni Professional from Amazon DE.
Can someone advise if the stock steam nozzle should be replaced/upgraded ?

To me it depends on the type of milk drink one wants to prepare.

If you want hard and rigid foam that is like meringue you are best off with a single hole tip. The tip diameter should be such that the full output of the heating element is used to produce steam with a relatively small boiler like this. When the calculations are done the hole in the tip is found to be about 1.5mm, and the calculations quite clearly are correct! The La Pavoni steam arm has M6x1.0 threads. It is easy to make a tip like this with a small lathe. Some have drilled holes in acorn nuts. This is fairly easy to do with brass acorn nuts, but stainless ones are a bit more difficult. Be careful if you try this, do not forget safety goggles. Single hole tips provide steam at extreme velocity, and the shock denatures proteins very well.

It is easy to swap tips if you want to make different types of foam.

It is best to have single hole tips shaped like bullets in my opinion.

So the stock nozzle has 3 holes, is that correct ?
Is the nozzle interchangeable with other machines ? I have another Ascaso Steel machine with 2 stainless Steel nozzles (3 holes and one hole)
If not, where can one buy a one hole tip for the La Pavoni ?

Orphan Espresso makes a single hole tip, and if you do a search you will probably find other options as well. I just searched "La Pavoni single hole tip," and got a bunch of hits.

I drilled a stainless steel m6 acorn nut, and it has been great.

As far as I know all La Pavoni lever machines use M6x1.0 threads. Micro Casa a Leva that have removable tips use M6x0.75. The Olympia Cremina uses an M7 thread. (I have made tips for them, but do not recall the pitch.)

The most common pitch for acorn nuts in M6 is M6x1.0. Once to prove I could do it, I made a tip for La Pavoni from a piece of round bar stock using only a drill press. I really ended up effectively using the drill press as a lathe. I cut off the bar stock, sanded the ends flat, put it in a drill chuck and brought a centre drill into the turning bar stock, then I bored the 1.5mm hole turning the bar stock like a lathe. I turned it over and drilled the bore for the M6 thread, and threaded it. It was a lot harder to do that than just use a lathe!

I had the same machine for 2 years (mine was an 09). If you do your own acorn nut as I did, I can confirm that you do not need to go buy metric drill bits if you don't have them already. A 1/16th bit in an electric drill worked just fine here and was one of the first mod's I did. Your machine's pstat will keep the pressure up indefinitely with a hole this size.
Rich

Actually for small bits the best thing is to use the so called Number-letter drills. They are not in ANY units, except they start at Z and run to A, and then they continue on with numbers starting with 1. The later in the series the smaller the bit. Each one is a "bit" smaller than the previous. These seem to be available in hardware stores in many countries. #54 is 1.397mm and #53 is 1.511mm. They tend to be the most sensible way to handle things for very small bores. Oddly they are not spaced by any formula, one needs to have the table.

#100, by the way, is only 0.1192mm. #107 is 0.0483mm!