It finally worked!! Comodo Antivirus was blocking Asar without notification, so the new MMX3.sfc file could not be created. I didn't think it was the antivirus because I didn't receive any message or notification when trying to do it and never had this problem before when applying rom patches.
So, just sharing the info as might help other users. I downloaded the last source code from GitHub and unziped it. I copied "Mega Man X3 (USA).sfc" into the main folder and changed its name to "Base_ROM.sfc". I executed "Asar MMX3.bat" and it automatically created the "MMX3.sfc" file with 4 MB instead of the original 2 MB. I copied this new "MMX3.sfc" file to the Atlas folder and executed "Atlas.exe - X3 (Everything).bat". The file "MMX3.sfc" was changed again with the Zero Project hack applied. I tried to play the game using Snes9x and, despite working correctly, it showed [bad checksum], but I solved it quickly with the "IpsAndSum" program to get a [checksum ok].
Thanks a lot to both of you for your help, Justin3009 and G30FF!! Now it's time to play this definitive version of Mega Man X3!!