you need to bring those four dimensions under a single column.
A couple of things that I observed from your screenshot:
1) Your age bucket categories are individual dimensions. You can't pull them all to colors. To make a pie-chart, you have to have one dimension with one or more categories in it.
e.g., in this case, it will be age_bucket and possible values would be (24 or less, 25 to 49, 51 to 60 etc.)
2) I see that you have these age groups as a Calculated field. Instead of making 4 different dimensions, make one dimension. If you could share your code for one of them, I could possibly tell you how you can use one dimension to have them all.
As a side note, I would recommend using the feature of tableau and let tableau create the bin. But this will only be possible if you have age as a dimension.
Let me know if this helps!