The folks at MSSQLTips.com have saved me the trouble of doing this myself. They've put together a walkthrough to build you're first scorecard in Performance Point Server 2007. The example is not GP specific but it's good enough to get you started.
I'm working on some posts around the GP cubes that are a nice starting point for BI in GP and the GP cubes can be imported into Performance Point for a jump start.
Well, at least you've now got a starting point!