Being a ski pro myself, it's nice that you would consider tipping your ski pro.
Tipping a ski pro is all up to you. I have yet met one that would turn down a tip.
The amount you decide is also up to you. Private lessons in some ski areas are quite high, and a 20% tip would be hefty.
But if you feel he or she is worth it, and you got more out of your lesson than anticipated, then by all means. If you or anyone is inclined to tip your pro, I hope it's just not in a private situation, but in a regular class situation too. Most regular class pros don't make as much as the private pro, and do just as good a job, IMHO. But if we get anything it's a plus. I never expect a tip from my guests, but it's really nice when I do get one.