I'm not clear as to exactly what you are looking for so here is a summary of what I see as your options:
1. It is true that some equipment requires the remote for setup because some of the setup functions are not accessible directly from the front panel of the device. However, you don't necessarily need the original remote - you just need a remote that has the required commands.
2. The Harmony remote's claim to fame is that they have a huge database of pre-programmed codes and you can just type in your model number or one similar and there is a good chance they will have the codes and can download them to the remote. If you already have a Harmony, try it.
3. Most manufacturers tend to stick to the same codes from model to model and year to year. If you have a remote from an older model or a universal pre-programmed with codes for the older model, there is a good chance it will work the newer model - minus any new features of the new model that were not on the older model.
4. You can search places like
http://www.remotecentral.com for your particular model and get codes in any number of formats. There are a number of tools (beyond the scope of this short post) to put those codes into another remote. You can then either use that remote or use it to teach the Harmony or any other universal remote that you might like better.
You could get a low budget universal, like the URC-8811 and it might just have the codes you need already. If it doesn't have all of them, you can probably get the extra setup codes from remote central and program it. Then use it or use it to teach the Harmony or other universal remote.
5. Buy the original remote from Pioneer. Personally, I would do that anyway. It's always good to have the original remote. I would still get a better universal like a Harmony or my preference one of the Home Theater Master remotes and use the oem remote to teach them.
There are alot of options and it all depends on how much work you are willing to do and how much you really want to learn about how remotes work. Trying the Harmony you already have or buying the original remote from Pioneer are the least amount of work.