If i exhaust Pitiless Stalker with a ki burst does this trigger his stun effect? I assumed I could stun 2 units but am told no.

No — exhausting Pitiless Stalker to pay Ki Burst's additional cost doesn't activate his ability, so you get one Stun total (the one from Ki Burst), not two.

Pitiless Stalker's stun comes from an activated ability: [T]: Stun an enemy unit — the exhaust is the cost listed before the colon, and you only get the effect by activating that ability (Rule 145.1). Paying an exhaust as an additional cost to a different card is just paying a cost; it isn't an activation, so nothing triggers.

To actually stun two units you'd need to do both separately: activate Stalker's [T] ability during your Main Phase in an Open State (it has no Reaction, so it can't be activated during a Showdown), let it resolve, then play Ki Burst exhausting a different friendly unit — Stalker is already exhausted and can't be exhausted again (Rule 415.1.b). Ki Burst being an Action means it's fine in a showdown, but the Stalker activation is not.

One last note: you can't double up on the same unit — a stunned unit can be chosen again but won't become stunned twice (Rule 424.1.a.1).