How do I block a zombie tornado?

For those, the best defense is a good offense. Fortunately the zombies that swoop in aren't that powerful. By the time they come in, I generally have two offensive plants on each lane (I like the kernel-pult with repeater, usually). That's usually enough to take care of them while the rest of the wave is still behind the wall-nuts.

Just accept that some parts of the game aren't about total defense, but adapting when things go wrong (see also: zombie parrot).

Unluckily you can't. You should plant wisely to avoid great damage. I also recommend you to save plant food to feed peashoters to kill the zombies that reach your plants.