There is a rather surprising dissection of an equilateral triangle into 5 congruent pieces:
However, these pieces aren't very "nice", consisting of 2 or 6 connected components depending on how one counts single-point overlaps.
I expect that the analogous question for arbitrary connected pieces is quite difficult, but I wonder if the case of convex pieces is sufficiently restricted to allow for a proof of impossibility (which I strongly suspect is the case).
One aspect of this problem that makes it much more tractable is that the pieces have to be polygons, because any border between two pieces must be a straight line to preserve convexity of both pieces.
In fact, this analysis can be extended a little further to show that the pieces have at most 5 sides. The number of edges on a piece is at most the number of edges of the triangle it touches, plus the number of other pieces it touches. $K_5$ is non-planar, so there is a piece touching at most 3 others. If this piece touches all three sides of the triangle, then its complement has at least two disconnected regions (since it can't take up an entire side), so the pieces in those regions are at most pentagons by a similar analysis. If it does not touch all three sides of the triangle, then it is itself at most a pentagon.
If the polygons are triangles, then I can go through some casework on the edges to show that the triangles must be $30-60-90$ triangles, and from there derive a contradiction.
So the only remaining cases are those of quadrilaterals and pentagons. Can such dissections be shown impossible?
Interestingly, the answer is known to be yes for some squarefree multiples of $5$ like $180$; see this MathOverflow thread for a picture.

