How to create an output for LED brightness control using PWM in PIC
You already have a scheduler that changes your PNP drive (all on separate outputs one assumes), all you need to do is start a Timer that gets triggered each time you change from one digit to the next. The length of the Timer will be from 0 - something just less than your interdigit time.
Your scheduler will output for example a '1' to turn on the PNP digit drive and '0' to turn it off for each of your digits. Your timer value becomes your brightness control and when it times out you set the PNP driver (or all the PNP drivers if that's easier) to off.
The Timer could be either scanned or interrupt driven, your choice. 

The waveforms might look like this: