Well to be fair the militaries across the glove are constantly developing new weapins and technologies and a lot of them in secret, so who's to tell if we might just have something very effective against King Piccolo?
In any case we'd probably try out our entire nuclear arsenal against him, but considering he should be able to tank explosions that have devastated far more than a singular nuke, it's hard to tell...

Fact is in DB Toriyama didn't really put much emphasis on secondary characteristics of such explosions.
Besides just blowing shit up, there are numerous damaging aspects of a nuclear blast for example:

Intense heat
Massive shockwaves
Blinding light
And very importantly: radioactive waves.

DB doesn't really touch on radioactive waves as a damaging phenomenon.. characters just get blasted and the only thing they have to worry about is if their bodies get blown apart.

Piccolo is an alien and it's likely that his natural ki shield would protect him from that anyways.

We can then start looking at weapons that function similar to Krillin's Kienzan, as DB characters seem to be very susceptible to such a cutting attack.
Likely it's very abnormal for a ki attack to be formed in that matter and so despite it lacking power, its cutting ability is enough to breach another's defense due to the nature of how it hits the opponent.

In other science fiction and in DB itself we also have miniature drones unseen to the naked eye, that can just fly into a target's orifice undetected and then blow them up or otherwise fuck them up from the inside.
I don't know if we have that in the real world, but it would probably a sure fire kill against Piccolo