<p>In my custom printer I have probe and nozzle at same height and configured Marlin this way:</p>

<pre><code>#define NOZZLE_TO_PROBE_OFFSET { 43, -20, 0 }
</code></pre>

<p>On the bed I've a 2&nbsp;mm glass. How I need to change the configuration? Do I need to act adding a positive Z offset? like this?</p>

<pre><code>#define NOZZLE_TO_PROBE_OFFSET { 43, -20, 2 }
</code></pre>

No.
You define the Z-Value of the Nozzle to Probe offset mainly to get avoidance of collisions, but it is checked nowhere in the firmware code at all. Usually, the probe is mounted a millimeter or so above the nozzle anyway: you mount it in such a fashion that it triggers when the nozzle has the correct distance to the bed.
If you alter the bed by altering the distance between the nozzle and the metal part of the bed, you might need to alter the physical position of the probe to get the printer to trigger at the correct height, but you don't necessarily need to add a Z-offset.
You might, however, want to include it in the slicer for the case you want to print items in a sequence, which forces most slicers to try to do an error-avoidance pattern.