I believe this is due to the bids derivatives naming scheme (and therefore pybids) being a moving target (but slowly converging!) and has probably changed since Chris wrote the tutorial.
Namely, the output should be named something like: sub-01_task-pain_run-01_space-MNI152NLin2009cAsym_desc-susan_bold.nii.gz
(the double suffixes _bold_susan are not allowed in more recent versions of pybids, resulting in pybids not finding any files as your error suggests)
To make sure this answer works for you, what version of pybids are you using?
but I see you are using an older version of pybids, so I do not think I can provide a good answer on how to get 0.6.5 to work, the usage of pybids has gone through multiple changes and I cannot remember which changes occurred when.
if you wish to upgrade your pybids version and see how to interact with layout objects, you can check out their binder link.
Sorry I cannot be more helpful for this specific issue, but someone else may be able to provide more specific debugging steps you can take.