No. That makes no sense at all. "Epicurean" is typically an adjective, and the only time it's a noun also makes no sense. "Epicurean" has a couple major definitions. The first is "of or relating to a lavish lifestyle". The other is "of or relating to the teachings of the Greek philosopher Epicurus" (and it's capitalized if this is the case). The third is "a student of Epicurus" (which is also capitalized). To use either of the first two definitions and have the sentence make sense, you need that noun. "Pursuing epicurean tastes/ideals/behaviors/goals/philosophy/study/etc. is important in my life." All of these work. They obviously mean different things, but they're all grammatically correct. To use the third definition, you'd need to capitalize the word, and you'd also need to add in an article like "a" or "the" or "this". The sentence would still be nonsense, though, seeing as there are no living Epicureans and there haven't been for quite a few years. Further, to say that stalking a Greek philosopher's student is important in your life is, well, really creepy and a bit ridiculous. So yeah. I'm assuming you meant one of the adjective definitions. And to use them, once again, you need some sort of appropriate noun to be modified.