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When you acquire a connection either using withConnection or getConnection you can specify config options which will be applied to the connection. 
await DB.withConnection(
  {
      postgresConfig: { work_mem: "512MB" },
  },
  async (conn) => {
    await conn.begin();

    await conn.query("SELECT 1;");

    await conn.commit();
  }
);
The SQL executed on the connection would be 
SET work_mem = '512MB';

BEGIN;

SELECT 1;

COMMIT;
These settings will stay on the Postgres connection after it gets released back to the pool so they might affect connections you will acquire in the future.

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Default connection settings

You can specify default options that should be passed to every connection when its acquired from the pool. 
new PostgresClient({
  defaultConnectionOptions: {
    collectSql: true,
    postgresConfig: { work_mem: "512MB" },
  },
});