What version of NX are you running? If you're working with anything recent, since at least NX 8.0, you can now use TrueType fonts in Drafting and many, if not all, of the normal font libraries include the Greek alphabet. Windows has a tool called 'Character Map' which will allow you to open any font library and then 'Copy & Paste' characters from those libraries into something like the NX text editor.
John R. Baker, P.E.
Product 'Evangelist'
Product Engineering Software
Siemens PLM Software Inc.
Digital Factory
Cypress, CA Siemens PLM: UG/NX Museum:
To an Engineer, the glass is twice as big as it needs to be.
If tedium annoys you, and you have a good memory (or a sticky note), then you can just type 3c0 and press Alt+X. The magic 3c0 is the unicode hex number for pi. You can get this from Character Map. This trick works in many Windows text editors, including Microsoft Word and the NX Text Editor.
To get an upper-case Pi, type 3a0 instead.
In both cases, the third character is the numeral "zero" (these ar hex numbers).