Can I use 20W charger for iPhone XS Max?

No, there is no problem at all.

The link on top of this page under "Related Article" says it all

You can fast charge your iPhone 8 and later up to 50 percent battery in around 30 minutes.1

Fast charging works when you use an Apple USB-C to Lightning cable and one of these adapters:

• Apple 18W, 20W,2 29W, 30W, 61W, 87W, or 96W USB-C Power Adapter
• A comparable third-party USB-C power adapter that supports USB Power Delivery (USB-PD)

XS Max supports fast charging by using the 20W charger but fast charging means your phone will most likely heat up (feels warm) when fast charging from any % until 80% where it slows down. I have seen mixed opinions regarding fast charging so it is up to your own decision.

My experience is entirely different than yours (xKaizoku). My iPhones don't heat up even when charged using 18W, 20W, 29W, 30W, 61W, 87W, or 96W USB-C Power Adapter