This is a great package that I've used a lot in Delphi. The only downside I found is that the TPrJPEGImage doesn't handle 256/greyscale JPEGS.
This is the Delphi fix, and it might work in Lazarus:
In PdfJpegImage.pas, function TPdfJpegImage.CreateImage, change
AddItem('ColorSpace', TPdfName.CreateName('DeviceRGB'));
to:
if TJpegImage(AImage).Grayscale then
AddItem('ColorSpace', TPdfName.CreateName('DeviceGray'))
else AddItem('ColorSpace', TPdfName.CreateName('DeviceRGB'));