Yeah its prefectly easy to do, you just need to use the format JPG or PNG, you cannot use FLASH based pie charts in a pdf.
I dont know how much experiance you have with <cfdocument> or <cfchart>, but essentialy you just create a <chchart> as you would on a standard page, but wrap it in the <cfdocument> tag, then it should render perfectly.
Like i say, if you're having problems at the moment its probably because your using flash format.
Let me see your code and i'll help a little more.
Rob