What type of documents do you want generate? If it simple text and pdf generation do not be used very often you can use FPDF or MPDF (https://www.mpdf1.com/mpdf/index.php).
One of the best way to integrate third-party libraries with Phalcon (and with other php frameworks too) is Composer. You should init the composer in your project and include composer autoloader in Phalcon (for example in app/config/loader.php - if you use default phalcon app skelet):
/**
* Require Composer autoloader
*/
require_once __DIR__ . '/../../vendor/autoload.php';
For one of my project I use Apache FOP - https://xmlgraphics.apache.org/fop/ (written in Java). I generate advanced financial reports and invoices with customizable templates. I modify default servlet delivered with FOP library and now it works as an internal webservice with very simple REST API. There is not any efficient library written in PHP (they are slow, require large amount of RAM and quite high CPU usage in comparison to libraries written in Java, Python or Ruby).