I'm not aware of an affordable piezo set-up. Oehler sells them, but the cost is surely in the 1000's.

The least expensive strain gauge system is likely RSI's, which has a decent reputation. The cost is now about U$250. I've seen some claims made for it that I'm suspicious about, but I still want to own one myself some day, when I have enough time to play with it.

I've seen arguments these strain gauge rigs could be subject to calibration and various other errors. I believe that if you take care in fixing the gauge to the barrel, there will be little trouble.

They can be used on any gun, but the ability to get an accurate estimate of pressure requires either the barrel be round over the chamber (I don't think that's the case with most doubles) or that you run a stress analysis of this region of the barrel to see how strain varies with pressure (a not so trivial proposition). If you have some money to burn (you own a double?), find a friend with a T/C Encore and have a nice round barrel made for it, chambered for your favorite NE cartridge.

Keep in mind you really don't need to know exactly what the pressure is. You're only concerned with keeping the pressure as low as possible for a given performance. As long as you can get the relative pressure ("does this powder give more or give less pressure for this fps") you can home in on the best powder for the job. The strain gauge rig will also show you if there's inconsistent ignition from one cartridge to the next. This might lead you to another powder, or to a filler. Couple the strain gauge with a simulator such as QuickLoad (to estimate starting loads and powder selection), and I don't think you'll hurt yourself.

Lastly, if you're not afraid of electronics and have access to a storage scope, you can probably make an adequate strain gauge unit at home.