Someone has written a small external application which creates legends for pie-charts, the format of the legend is SVG. It looks excellent, have a look here:
You can selectively display features in a layer using the 'query' function.
Right-click on the layer and select 'Query...';
In the "SQL where clause" box, use the column name that has your district name in it (e.g. "name") and enter a search clause that will find that district (e.g. 'testdist'): name LIKE 'testdist'
Click 'OK' and the layer will now display only the pie chart for district.
If you want to display the other features, you should add another duplicate layer based on the same data.
Best Answer
Open the menu "Diagrams" and navigate to "Legends" entry. Click on "Legend Entries for Diagram Size..."
Choose "Collapsed Legend"
The legend will be displayed in layerlist and in printcomposer