Mason Appleton took out Nathan Mackinnon along the boards with a stiff check in the Jets zone which sprung Pionk who skated into the Avalanche zone before he unleashed a slap shot which beat Avs goaltender Alexandar Georgiev just inside the left post.
The goal was his second of the night and gave the Jets their second win of the season.
Sam Gagner also scored for Winnipeg, who moved to 2-1-0 on the season.
Cole Perfetti added a goal and an assist for Winnipeg, who moved to 2-1-0 on the season.
Connor Hellebuyck made 30 saves for the Jets.
Mikko Rantanen had two goals and an assist for the Avalanche.
Valeri Nichushkin scored for the fourth straight game to start the season.
Alexandar Georgiev turned aside 24 shots for Colorado, who dropped to 2-2-0.
Sam Gagner scored on a first period power play just under seven minutes into the contest to give the Jets a 1-0 lead.
Pionk scored his first of the night at 13:21, one timing a Mason Appleton feed past Georgiev to extend the lead to 2-0.
Mikko Rantanen got Colorado on the board when he tapped in a Nathan Mackinnon cross crease feed 2:14 into the second period.
Cole Perfetti made it 3-1 Winnipeg at 9:44 when he converted a Blake Wheeler feed.
Rantanen's second goal of the night at 16:26 brought the Avalanche to within a goal before Nichushkin tied it with a power play marker at 18:27.
There was no scoring in the third period.
Winnipeg faces the Vegas Golden Knights tomorrow while Colorado hosts Seattle on Friday.
SHOTS-WINNIPEG 28 COLORADO 33
ATTENDANCE-18,062
