Running ComRom 2.1 and have had same problem. SyncMyPix didn't work for me, but I did find a workaround.
I downloaded and installed 'Phonebook' from Market. It is a contact replacement app. I logged into Facebook through the app and it matched my existing contacts and it automatically downloaded their Facebook pictures and replaced all the Contact pictures.
Now when I go back into 'Contacts' all the latest Facebook profile pictures are with the contacts. And the photos also appear for incoming calls and text messages.
Hope that helps.