It's a little tricky, but here's how I have been doing it.
1) rotate your pie (but not your captions) so your slices please you.
2) slightly scale the pie in a horizontal direction, to make an ellipse
3) duplicate the pie and send behind, then shift downward to whatever depth you think is appropriate.
4) UNGROUP the lower pie (you will lose links to the spreadsheet/table, but that doesn't matter)
5) Hide the upper pie for now (Hide, from the menu, with upper pie selected)
6) For every slice which touches the lower curved edge of the visible pie, drag the center point horizonally until the edge from the curve to the middle is vertical. (You might want to show/hide the upper pie a few times to see if things look right)
7) On the outer edges you will need a vertical edge as well, which may be a separate piece, an added segment, or just edited from the existing piece o' pie.
8) You may remove any lower pie slices which don't show when the upper pie is visible.
9) Pick a color for the pie edges which is either a tint of your upper pie wedge or a mix (which will need to overprint) with black
NOTE: Print out and check carefully, both for realism and stray bits which might peek out.