Does the empty language have a CFG in CNF?
Note that every context-free language has a grammar in CNF (that is proven) and $\emptyset$ is context-free, so the answer is clearly: yes!

Do you get from $S \to S$ to it, using the normal transformation algorithm? No, because the usual algorithm requires a reduced, chain-rule free grammar as input; yours does not fit.

Approach one: use the algorithms (from lecture or textbook) to remove the chain rule, and try again!

Approach two: start with another grammar that fulfills the criteria!


   Approach two is doomed to fail for most grammars: in order for a grammar to derive not a single word, it can not have any rules that are not thrown out by reducing.

 Thus, the only (kind of grammar) that works is $(\{S\}, \Sigma, \emptyset, S)$, that is a grammar with no rules at all. Note that it is in CNF.