I would like to use the Platform analyzer for windows service profiling and debugging, can this be done? any pitfalls I should expect? (session0 issues?)
There shouldn't be any session 0 issues that you will run into. Just load up your executable into the Analyze Application dialog and take a trace from there. Since your application is most likely not using DirectX, you probably won't see the HUD. Just hit CTRL+SHIFT+T to capture a trace and monitor will give you a notification saying that it captured a trace.
Though, I'm not too sure if platform analyzer will help that much with debugging your service application. GPA is designed for profiling graphics applications, so the data may or may not be helpful for you. If you find that you want to dig in deep to your code and CPU performance, VTune will be your best bet.
Hope this helps!