Your examples are pretty simple. You don't want any article:
I want a piece of pie.
He asked for a piece of cherry pie and an apple.
There are too many slices of pepperoni pie.
Here, "pie" is a mass noun.
You will find that articles can (and should) be used in some cases. (This is more advanced, so you probably don't need to worry about this yet.)
It's important to note that the meaning of the phrase is often idiomatic when an article is used.
Context is the best way to sort this out.
For example, the following headline means that landlords get some of the profit from Airbnb (so it's an idiom):
Airbnb is giving landlords a piece of the pie
And it's also an idiom here:
That means retailers are fighting for a piece of a pie that's still pretty meager.
The three myths of Black Friday
But it's literal in both of these sentences:
I want a piece of the cherry pie.
I want a piece of a pie that he didn't touch!
The mechanics behind this are already explained here.