Not sure it's possible, there is an importer for Instagram since Pixelfed is most closely an alternative to that. Never used Pinterest but don't you have different boards or collections you make yourself? I don't think Pixelfed can do that.
Pixelfed has an option to tag posts as NSFW and you can in the options either blur or display posts marled NSFW.
There's also the question of copyright (which is a problem with Pinterest as far as I'm aware), with Instagram I feel (no idea if that is corect) most of the content people post is actually theirs (photos, selfies etc). On Pinterest I feel like most of the stuff is just "imported" (= stolen) from the internet, is that assumption right? I'd be careful of moving huge chunks of copyrighted material publicly from one platform to another. Chances of something happening are obviously extremely, extremely low but morally I think it's at least something to keep in mind.