Pie chart - data may not be formatted to work?

Yes, copy/pasting the chart and changing the visual level filter is probably the quickest way here.  Make sure your master chart is exactly how you want it, because every time you make a change, you'll have to copy paste again with this method.

As far as changing the colors, in the formatting tab (the roller paintbrush above the section you set the filter up) there is an option for Data Colors, and you can edit each visual to be whatever colors you want.