Happy π day!
I've finally made myself a compose-key shortcut for π so I can type it easily.

I added this line to the bottom of my ~/.XCompose file:

<Multi_key> <p> <i> : "π"

(how to turn on the compose key on Ubuntu: help.ubuntu.com/community/Comp…)

Oh! I had wondered about all the <dead_greek> entries in .XCompose.
It turns out I can map a key to produce <dead_greek>, and type any Greek letter easily.

I mapped the "menu" key next to my right Ctrl:

xmodmap -e 'keycode 135 = dead_greek'

Then <dead_greek> <p> gets π