Should the PLL pins be decoupled on an MCU?
Any PLL you choose (part of an MCU or not) should have the information in the relevant data sheet. If it doesn't then you might need to dig a little deeper in the case of generic parts such as a 4046 but, at the end of the day, there will be data sheet information that gives decent guidelines and you should follow these guidelines.

If you have come across a PLL that doesn't give good information then you have to decide if it is worth the risk.


  For instance, Atmel detail the decoupling of VDD and VDDGND pins and
  describe the clock circuits for one of their MCU's. They do not detail
  any decoupling of their GNDPLL at all.


It's highly likely that there is an assumption that those pins connect directly to the ground plane and need no special treatment. It might also be the case that those particular ground pins need to be treated like a small copper island and that the PLL power pins need decoupling directly to that island of copper. The copper island would, quite possibly, have a single point connection to the main ground plane.