There is no doubt that there has been a lot of connection between people who are loosely defined as small-s skeptics and those who are Epicureans. The issue I think is that the Pyrrhonists are guilty of trying to have their cake and eat it too - they are willing to accept that they are able to gain sufficient data to act, but they deny (or imply) that the data sufficient to act constitutes "knowledge." This is one of the many areas where it is essential to be clear about the meaning of the words. The Pyyrhonists seem to want to assert that unless one has omniscience and effective omnipotence, then their opinion about what is "known" cannot ever reach a level where it should be considered as truly "known" under their view of the meaning of that word.
I interpret Epicurus as considering that to be a word game worthy of dismissal out of hand, and worse than that, as an affirmative obstacle to ever having the kind of confidence that is required to live life as happily as is possible for someone who understands the realities of the world. The reality of the world is that supernatural gods and omniscience do not exist, and it is foolhardy and a lie to assert that only such a being with those qualities is entitled to consider their opinions to be "known." Epicurus' epistemology is geared toward identifying a standard of certainty that is appropriate for reality, and for our reality as human beings.
There is a lot of this material in DeWitt, A_Gardner, that would be worth reading, because DeWitt asserts (I think correctly) that Epicurus put his finger on this as one of the worst possible philosophies to have., along with hard determinism, as they both guarantee that a person will be plagued with unnecessary doubts as to whether it is even possible to have confidence that happy living is ever possible. There are plenty of obstacles in the world that truly stand in the way of happiness without inventing word games by which confidence in being happy is by definition impossible.