I doubt if there is anything that is actually made for this application. This is a time you have to be a bit creative. I'm thinking something along the lines of what you describe: A bracket to hold the PEX against the wall and a baseboard that was a bit wider than would otherwise be needed. You could make it with 1/4" plywood that was blocked out from the wall top and bottom enough to provide the clearance. I'd attach the plywood to the blocks with screws. Assuming a 3/4" block, your baseboard would be 1" thick.