Server version 0.9.5b
It might have to do with PmWiki (stupidly) using the ISO-8859–1 (windows-1252) encoding, while the Wikipublisher files use UTF8?
Further testing shows that euro symbols entered using Opera on OS X are correctly converted (by PmWiki, to €) but there still pages with euro symbols that are shown correctly in the browser but are not converted.
After some more testing it seems Firefox is causing the problem, both on OS X and Linux. Euro symbols are kept in the page as euro symbols (which is nice, the preferred behaviour), but when creating the PDF the question marks show up.
If you think this is a (obscure) bug in Firefox or PmWiki you should file a bug.