As far as I know, you cannot. An obvious way to escape the character :in $PATHwould be to use a backslash, but a quick experiment with Linux's Bash indicates that it does not work. OSX may behave differently, but I suspect you will have the same problem.
. , , $PATH:
$ cd /path/to/add
$ ln -s a:b a_b
$ PATH="$PATH:/path/to/add/a_b/bin"