Just a question.
Did you applied as currently working with LMIA? Then you shouldn't change the job.
Did you applied as "job offer with LMIA"? Then you can change job but if/when you notify it to CIC could be a problem. Any change in your conditions while PR application is ongoing should be notified to CIC, don't do it is misrepresentation, so bad for your application.
Somewhere in your application you did fill out the name of your current company as current employ (at least in your work story), so if changed to a new employer you have to update this form/forms.
So far you can change employer with PGWP, but this can arise suspicions about the validity of your LMIA 600 points.
You'll loose the right to use LMIA points if you used as "currently working with LMIA" .
If you get the points as "job offer with LMIA", VO can suspect your former employer job offer could not still being valid. VO can contact your former employer to confirm job offer validity, if you left the company I don't know if your employer will keep the job offer based in a LMIA which cost him money.
I'm assuming your current employer under PGWP get a LMIA and provides a job offer.
Perhaps I'm wrong, but it's not worth to take any chances that could jeopardize your PR application, specially when EE processing times are 3-6 months.
If the work change is after get PR (after landing), then it's up to you.