Done it, here is the new link:
https://heatmap-external-a.strava.com/tiles/all/bluered/{zoom}/{x}/{y}.png?px=256
I did open up Strava slide, had a look at the page information on my browser, tweaked a little the url that I found there and here we go, now it looks to be working fine!
In case someone is interested, "all" and "bluered" values can be replaced with other values, in order to see the heatmap of a specific activity (cycling or running) or to see the heatmap with a different color.
Cycling heatmap:
https://heatmap-external-a.strava.com/tiles/cycling/bluered/{zoom}/{x}/{y}.png?px=256
Running heatmap:
https://heatmap-external-a.strava.com/tiles/cycling/bluered/{zoom}/{x}/{y}.png?px=256
https://heatmap-external-a.strava.com/tiles/running/bluered/{zoom}/{x}/{y}.png?px=256
Not so sure about that "?px=256" at the end of the url, only thing I know is that removing it messes pretty bad the heatmap layer.
I hope someone else will find this post useful.
Could anyone update the links available on the Wiki Strava page? Thanks