OP, the route you mentioned before going via Monticchiello is a long one and is also, I should warn, pretty tough. The killer hill from the valley below to Pienza up to Monticchiello itself goes on forever, though you can rest a while when you reach the village. We usually then walk back but if you continue on to Montepulciano it’s a very long, slow path uphill all the way following a dirt track. The most direct route from Pienza to Montepulciano is along a series of footpaths to the north of the main road but although there is some signposting, first timers would, I feel, need a good large scale map and even with that and excellent map reading skills it’s not that easy in places. However, this is a nice walk with, unusually for around here, a lot of shade. It takes you via the very pretty village of Montefollonico where you can stop for a rest / snack. Walking the road is, of course, a possibility but there is sometimes quite a bit of traffic on this stretch. Whichever way you go, it’s a long walk, easily 2+ hrs minimum subject to route.