I regularly run a MixPre straight into the "Line In" on an original Edirol R-09 with no attenuator and have no problems whatsoever; you shouldn't have any issues with an R-09HR. The MixPre actually has a test tone that you can send through to adjust the level on your recorder. With this tone, I set the input level on my R-09 so it's measuring at -20 dB, leave the R-09 levels alone after that, and use the gain pots on the MixPre to adjust the levels. Ideally you want the input on the recorder to be set around unity gain and let the MixPre do all the heavy lifting. I would advise you to play around with it for a bit to see what settings work best for you but this method has worked flawlessly for me. Set up properly, the R-09 won't clip/overload unless the MixPre does.
Now I can't speak for the Zoom or the Sony decks but I can tell you that the Sony's are good pieces of gear and built to tolerances as good as, if not better than, the Edirol; they also have better input preamps so I'd be surprised if they don't perform as well as the Edirol. Perhaps someone who has run the MixPre/Sony combo can chime in here?
To be blunt, I have not had good experiences with the Zoom recorders so it wouldn't surprise me that they can't take a professional level signal (according to Dan McComb's article, it can't). If it would help you breathe easier to get an attenuator cable, then I would suggest you get one as well. Cheap insurance for those "just in case" situations.