Using the Snippet Generator tool in Jenkins 2, I can setup a plugin like I would within a job, and then it will generate me the Groovy I can use in my Pipeline scri
You can't use plugins which are not compatible with pipeline generally. Plugins need to be modified more or less to be compatible. See https://github.com/jenkinsci/pipeline-plugin/blob/master/COMPATIBILITY.md
To be complete you need to know that snippet generator only shows compatible plugins that declare a specific help page in plugin's code. If we take the example of docker-workflow plugin, you can see in the code that it defines a help page for DockerDSL, which means that a Snippet Generator will be available for DockerDSL step.
Therefore you should always check Jenkins plugins compatibility page (as arasio mentionned it) and not what you see in Snippet Generator.