Is there any reason I can’t use pie weights off 861 on construction 3400.?

A 3400 is a "Utility" derivative of a 3000. The 8 on 6" rear lug pattern is the same as all the small Fords going way back to the 8Ns so any rear wheel in that time frame will interchange.
However, though 13.6x28 tires were optional, 'standard' rear tire size on a 3400 was 16.9x24 with 6 loop rims. And most of those used a CAST steel center and not a stamped steel center like the ag models we are more familiar with. And - because the cast centers are thicker than the stamped centers they require a special "top hat" style of lug nut and NO type of pie weight can be used.
We would need to know what size rear rims/tires your 3400 has and what type of center it has (cast vs stamped) in order to give better advice whether pie weights can be used on your tractor.

Fitment will depend upon two primary factors; wheel lug bolt pattern and rim size.

If your tractor has 8 wheel lugs with the same pattern as vintage Ford tractors the mounting disc will most likely mount.

If your tractor has 24" rims/tires, as is likely, you will need to find pie weights designed for 24" rims, which are much less common. That said, it may be possible to mount the much more common pie weights designed for 28" rims on 24" rims if the wheels are set fully inward.

Jim, I would guess that if the pie weight mounting plate on your 861 matches the lug bolts on the 3400, they should transfer over just fine.