We consider a cell-free massive multiple-input multiple-output (CF-mMIMO) surveillance system, in which multiple multi-antenna monitoring nodes (MNs) are deployed in either observing or jamming mode to disrupt the communication between a multi-antenna untrusted pair. We propose a simple and effective channel state information (CSI) acquisition scheme at the MNs. Specifically, our approach leverages pilot signals in both the uplink and downlink phases of the untrusted link, coupled with minimum mean-squared error (MMSE) estimation. This enables the MNs to accurately estimate the effective channels to both the untrusted transmitter (UT) and untrusted receiver (UR), thereby yielding robust monitoring performance. We analyze the spectral efficiency (SE) performance of the untrusted links and of the monitoring system, taking into account the proposed CSI acquisition and successive MMSE cancellation schemes. The monitoring success probability (MSP) is then derived. Simulation results show that the CF-mMIMO surveillance system, relying on the proposed CSI acquisition scheme, can achieve monitoring performance close to that achieved by having perfect CSI knowledge of the untrusted link (theoretical upper bound), especially when the number of MNs is large.