The natural choice for gz to pdf conversion would be exporting of GIMP images (.gz) as PDF documents (.pdf). Easiest way how to do this, is to download GIMP (it's free), open up your .gz images and use the PDF export function to produce the desired document.
However, on Linux platform, some users deal with the problem of converting downloaded ebooks in .gz format to readable PDF format. In such cases, you have to decompress the .gz archive first and then convert the ebook to PDF.