Hello Mauro,
indeed. If the combined TIFF is too big (i think there are at least 3 size restrictions that are something like number of columns below 32768, number of rows below 32768 and file size below 2 GB) then you can try the IMG format instead. Sorry, no BigTIFF support at the moment.
However, you may consider not to merge them all into one big CHM but instead merge the partial CHMs of each CHM into many smaller pit-free CHM rasters that are then combined in memory rather than on disk using the virtual raster concept of GDAL available also via QGIS.
Regards,
Martin @rapidlasso