I ran into the same issue, and finally figured it out.
There's an error in the Tutorial; it instructs you to add jszip.js toward the end of the header. It needs to be added before pqgrid.min.js so that the latter can recognize that jszip is installed when it loads.
Simply reordering those two lines in the header, putting jszip.js (or the minimized version) first, resolved the problem for me.