That's what I use all the time and it works for me
<cfdocument format="pdf" orientation="landscape" >
<table width="800">
<cfdocumentitem type = "header">
<tr>
<th>Header on each page</th>
</tr>
</cfdocumentitem>
<tr>
<td>Body of pdf </td>
</tr>
<cfdocumentitem type="footer">
<cfoutput>Page #cfdocument.currentpagenumber# of #cfdocument.totalpagecount#</cfoutput>
</cfdocumentitem>
</table>
</cfdocument>