How difficult is it to crack sha256(sha256(pin)) with a 6 digit pin and no salt? My friend forgot the password to his electrum wallet but knows that it's a 6 digit pin. I looked into it and from what I can find electrum uses the sha256(sha256(pin)) to generate the key used to encrypt the private key with AES in CBC mode. What I'm not sure about is whether or not it is feasible to crack this and I want to be sure before I attempt it.
Yes, it is possible to do this. You can just try each and every PIN, decrypt and then verify the private key; i.e. try a brute force approach. If you don't know the format, the toughest thing will be to think of a way to verify that the result is indeed the private key.

With 6 digits there is a maximum of $10^6$, i.e. a million times SHA-256, SHA-256 and then AES decrypt to try. You can just test part of the encrypted private key but with a million options I would not even bother and simply decrypt the key.

You should be able to pipe the result of CBC decryption to the Posix file utility, if it results in anything but unknown data you probably have a private key to test. Beware that the ciphertext may be prefixed with an IV, although if the salt is missing I would be surprised if it was present.