DRAGON BALL: Sparking! ZERO

While this may seem daunting, playing the right missions will earn tons of zeni quickly.

To get this the fastest, go into Episode Battle and start Goku's story. We need to reach the end of Chapter 2 of the canon story and beat the level "Super Sayian Goku Awakens". This will earn you a handful of Zeni and an Outfit for Goku. What we then want to do is go back and replay the mission. You would then earn the outfit again, but since the outfit is already unlocked, you receive a Zeni amount equal to what it would take to purchase the item in the shop. This particular outfit is worth a whopping 300,000 zeni, meaning that you'd only have to replay the level 3 times to get enough (The other 100K is easily earned by reaching this story level and redeeming any Zeno/Whis missions earned along the way).

Other things to note:
This does work on reduced difficulty, and playing on the reduced difficulty for the other levels makes it so you don't accidentally go into a "What if?" chapter.
You do not need to have all 1 million at the same time, you can spend your money early.