OK, I managed to make run one of the examples, but not before tweaking some of the dependencies.
I had to start with the requirements.txt from the django_multi_apps example. When I tried to install it, I was having the following conflicts:
The conflict is caused by:
The user requested param==1.9.2
colorcet 2.0.2 depends on param>=1.7.0
holoviews 1.13.2 depends on param<2.0 and >=1.9.3
So I removed the version lock to those packages. However, it was still having some other conflicts:
The conflict is caused by:
The user requested bokeh==1.4.0
hvplot 0.5.2 depends on bokeh>=1.0.0
panel 0.9.3 depends on bokeh>=2.0.0
I sorted that by removing the version lock for bokeh.
At the end, my requirements.txt ended like this:
asgiref==3.2.3
attrs==19.3.0
autobahn==19.11.1
Automat==0.8.0
bokeh
cffi==1.13.2
channels==2.4.0
colorcet
constantly==15.1.0
cryptography==3.2
daphne==2.4.1
Django==3.0.7
holoviews
hvplot==0.5.2
hyperlink==19.0.0
idna==2.8
incremental==17.5.0
Jinja2==2.10.3
Markdown==3.1.1
MarkupSafe==1.1.1
numpy==1.18.0
packaging==20.0
pandas==0.25.3
panel==0.9.3
param
Pillow==7.1.0
pyasn1==0.4.8
pyasn1-modules==0.2.7
pycparser==2.19
pyct==0.4.6
PyHamcrest==1.9.0
pyOpenSSL==19.1.0
pyparsing==2.4.6
python-dateutil==2.8.1
pytz==2019.3
pyviz-comms==0.7.4
PyYAML==5.2
service-identity==18.1.0
six==1.13.0
sqlparse==0.3.0
tornado==6.0.3
Twisted==20.3.0
txaio==18.8.1
zope.interface==4.7.1
That allowed the example to work.
There are a few things that I still have to tweak, but this is at least a good start 
I hope this can help to anyone else trying to give a go to Panel in Django.