Is the word pijama the same in Brazilian and European Portuguese?

Yes

The spelling, meaning, and grammatical function of "pijama" are identical in both Brazilian and Continental Portuguese. The only difference is in pronunciation. In Brazilian Portuguese, the vowels are typically more open and clearly articulated (the final "a" is pronounced as a clear [a]). In Continental Portuguese, unstressed vowels undergo "vowel reduction," meaning the final "a" is much more closed or neutralized (sounding more like a short [ɐ]).

Brazilian Portuguese Examples

1. Eu vou colocar meu pijama e dormir. (I am going to put on my pajamas and sleep.)
2. Ela comprou um pijama de seda lindo. (She bought a beautiful silk pajama set.)
3. O meu pijama está no armário. (My pajamas are in the closet.)
4. As crianças estão usando pijamas coloridos. (The children are wearing colorful pajamas.)
5. Não gosto de dormir sem pijama. (I don't like to sleep without pajamas.)

Continental Portuguese Examples

1. Vou pôr o meu pijama e deitar-me. (I am going to put on my pajamas and lie down.)
2. Ela comprou um pijama de seda muito giro. (She bought a very nice silk pajama set.)
3. O meu pijama está no roupeiro. (My pajamas are in the wardrobe.)
4. As crianças estão de pijama. (The children are in pajamas.)
5. Não gosto de dormir sem pijama. (I don't like to sleep without pajamas.)