I don't think the PDF generator is clever enough to achieve this.
I agree with James A to use enter code here CFDocItem to control WHEN the page breaks occur - it's the only way around it I've ever found.
In the past, we've allowed the user to specify themselves when the page breaks will occur. This works for us because the page breaks they create will still work no matter what data is output (because it's statistical, and its size doesnt change much - unlike large amounts of text).
One suggestion (though could be the worst idea ever) could be to hack the PDF header to contain your table headers [dodges things being thrown]