An interesting question. It's not configurable at all, so I recommend looking at
pcomplete-insert-entry. This is where the completed text is inserted, and it's what calls
comint-quote-filename. Note that it handles some fun edge cases that you'll also have to handle. In particular, if there's already a backslash in the buffer then it handles the insertion a little differently so as to avoid ending up with an extra backslash. You'll want to add something similar for quote characters, I'm sure.
You'll also probably want to make sure that your changes don't break anything when pcomplete is used in other modes. It's mostly used by eshell, but in principle it can be used with anything that uses comint-mode.