In Bridge of Spies the US spy jet pilots are told they're expected to suicide if capture by the Russians seems inevitable. Is that accurate? If "yes" was it then seen as a legal thing to order men to do?

To the first question you ask, the answer is: yes, at least with regard to pilots in the U-2 program, which is the specific group whose story is fictionalized in BRIDGE OF SPIES, especially U-2 pilot Francis Gary Powers. To my knowledge, U.S. intelligence pilots in general, however, were not issued any suicide devices.

The device in question was a coin, with saxitoxin embedded in its grooves, that was either to be swallowed, or embedded in an open wound (which the coin itself could be fashioned to create, if necessary) by the pilot, rather than allow himself to be captured by Soviet or Soviet-allied forces. According to Powers himself in his book Operation Overflight, the device actually had a hidden subcutaneous injector, by which the toxin could be administered.

The Church Committee, a 1970s-era Senate committee that was a precursor to the current Select Committee on Intelligence, also confirmed during investigations that such pins were issued -- however this confirmation appears to be wholly based on testimony of the pilots themselves. Powers' CIA debrief does not directly mention these devices.

As to whether or not it was legal, that is a complex question of military law, but soldiers have been ordered on suicide missions in the past, and their officers have not been condemned. For what it's worth, the Senate Armed Services Select Committee almost unanimously commended Powers for his actions under difficult circumstances in 1962, immediately following the incident, and made no mention of dereliction of duty due to failing to have committed suicide.