PSI on all four tires were 29 and TPMS never went off..
 

29 is pretty low, and the TPMS never went off.

Should I be worried or does the TPMS go off at a lower PSI?

You're probably on the border of the warning going off. Remember, your tires heat up when you're driving also. If 29 is the bottom, they could have heated up to 32 or 33 without a whole lot of effort. Either way, get the cold tire pressure up. If you want to test it, let more air out of one of the tires and drive around for awhile. A short distance with lower pressure isn't going to destroy your tires.

Isn't it 27?

Well it is on my G35.. not sure if they shifted things for the 370Z..

Will also definitely trigger on cold mornings, and by the drive to work go away.. usually they need a bump at that point anyways..

Oh ok, just wanted to make sure everything was ok. I didn't want to take the chance by leaving them at 29, I filled it 35 all around