Andrea,
I got the basic guest working with PAN. CPPM sends the guest account info as such:
if the guest username was guestname@company.com
PAN receives it as company.con\guestname which is good enough. This is if the guest logs in with webauth.
For MAC auth though, I wasn't able to get it to work :(
@DannyJump had a great tech note titled (PANW and CPPM Advanced Deployment use-case TechNote (V2-July 2014)
If you follow pages 18 onward, your should get the basic workflow configured, to that point I will suggest calling TAC for help.
The technote has some options for the session_check that I couldn't find in my CPPM 6.6 or 6.5.
anyways let me know if you need help getting to that point. and let me know if TAC can help.