Specifying a project file doesn't work in the release version, but this bug has been fixed and will be included in the upcoming patch release. You can either wait for the release or you can download the current "bleeding-edge" version of the CellProfiler (with the fix) from our trunk build page (subject to the caveats therein).; 2.1.1 is our patch release candidate.
Also, you can run the pipeline headless but you need to save the file list with it; you can do this by selecting *File > Export > Pipeline... * and then in the dialog box that comes up, change the "Save as type" drop-down box to "Cellprofiler pipeline and file list". This should work in the current release, BTW.