"Which of the following information is true" sounds slightly off to me for the reason you cite.
However, "Which piece of the following information is true" also sounds wrong: "piece" is commonly used here only in the specific phrase "piece of information". "Piece of information" is countable. "Piece" combined with a mass noun like information sounds wrong because "piece" refers to a discrete part of a countable collection, whereas say "part" may refer also to some non-discrete subset of a mass noun (non-countable noun).
I'd write "Which of the following pieces of information is true" (or more likely perhaps, just "Which of the following is true")?
If you want to write it in your construction, better: "Which part of the following information is true?" -- but then that's probably not quite what you want to say, because you will be listing discrete pieces of information.