Append to PATH-like variable without creating leading colon if unset

You are on the right track with the ${:+} expansion operator, you just need to modify it slightly:

V=${V:+${V}:}new_V

The first braces expand to $V and the colon iff V is set already otherwise to nothing - which is exactly what you need (and probably also one of the reasons for the existence of the operator).

Thus in your case:

export "PKG_CONFIG_PATH=${PKG_CONFIG_PATH:+${PKG_CONFIG_PATH}:}$(pyenv prefix)/lib/pkgconfig"