The rule is that the bigger you are the higher the piety-loss because of crusade-expectations is. Also if your ruler has the crusader trait then the piety-penalty will be higher.
No, matter what you do you will still have the penalty. But the this penalty can be off-set by
1. Increase church donations
2. Building religious buildings, which give a one-time bonus and monthly-piety. Though the last point isn't listed in the tooltip.
3. Having non-christian provinces in your demesne also lowers the penalty
4. Creating bishops, give a one-time piety bonus
5. Events which give one-titme piety bonuses
6. There are also buildings (moneylenders) which give you a monthly piety-penalty, this penalty isn't shown in a tooltip.