Great. I found the problem.
Apparently it is an issue in which order you put the parameters for smtpd_recipient_restrictions and smtpd_sender_restrictions.
These are my current and work:
smtpd_sender_restrictions = permit_mynetworks permit_sasl_authenticated reject_unknown_client, reject_invalid_hostname, reject_unknown_sender_domain, reject_unlisted_sender
smtpd_recipient_restrictions = permit_mynetworks permit_sasl_authenticated reject_rbl_client zen.spamhaus.org reject_unauth_destination
This is my postconf -n:
# postconf -n
alias_database = hash:/etc/aliases
alias_maps = hash:/etc/aliases
allow_percent_hack = no
broken_sasl_auth_clients = yes
command_directory = /usr/sbin
config_directory = /etc/postfix
daemon_directory = /usr/libexec/postfix
data_directory = /var/lib/postfix
debug_peer_level = 2
disable_vrfy_command = yes
home_mailbox = Maildir/
html_directory = no
inet_interfaces = all
inet_protocols = ipv4
mail_owner = postfix
mailbox_command = /usr/bin/procmail-wrapper -o -a $DOMAIN -d $LOGNAME
mailbox_size_limit = 0
mailq_path = /usr/bin/mailq.postfix
manpage_directory = /usr/share/man
mydestination = $myhostname, localhost.$mydomain, localhost, MY.DOMAIN.COM
newaliases_path = /usr/bin/newaliases.postfix
queue_directory = /var/spool/postfix
readme_directory = /usr/share/doc/postfix-2.6.6/README_FILES
relay_recipient_maps = hash:/etc/postfix/virtual
sample_directory = /usr/share/doc/postfix-2.6.6/samples
sender_bcc_maps = hash:/etc/postfix/bcc
sendmail_path = /usr/sbin/sendmail.postfix
setgid_group = postdrop
smtpd_banner = smtp
smtpd_recipient_restrictions = permit_mynetworks permit_sasl_authenticated reject_rbl_client zen.spamhaus.org reject_unauth_destination
smtpd_sasl_auth_enable = yes
smtpd_sasl_path = private/auth
smtpd_sasl_type = dovecot
smtpd_sender_restrictions = permit_mynetworks permit_sasl_authenticated reject_unknown_client, reject_invalid_hostname, reject_unknown_sender_domain, reject_unlisted_sender
smtpd_tls_CAfile = /etc/postfix/postfix.ca.pem
smtpd_tls_auth_only = yes
smtpd_tls_cert_file = /etc/postfix/postfix.cert.pem
smtpd_tls_key_file = /etc/postfix/postfix.key.pem
smtpd_tls_mandatory_ciphers = high
smtpd_tls_security_level = may
unknown_local_recipient_reject_code = 550
virtual_alias_maps = hash:/etc/postfix/virtual