Swap a PMPro user field to the checkbox_grouped type.

my_pmpro_user_field_swap_to_checkbox_grouped.php

<?php
/**
 * Currently, the PMPro user fields GUI does not allow you to choose
 * the checkbox_grouped field type.
 *
 * These fields can be added via custom code though. If you want to manage some
 * aspects of the field in the GUI, you can create a multiselect field,
 * then swap it to the checkbox group using this code.
 *
 * You can add this recipe to your site by creating a custom plugin
 * or using the Code Snippets plugin available for free in the WordPress repository.
 * Read this companion article for step-by-step directions on either method.
 * https://www.paidmembershipspro.com/create-a-plugin-for-pmpro-customizations/
 */
function my_pmpro_user_field_swap_to_checkbox_grouped( $field, $where ) {
	// Match our field name (used user_options for my example)
	if ( 'user_options' === $field->name ) {
		// Swap to a checkbox_grouped
		$field->type = 'checkbox_grouped';
	}

	return $field;
}
add_filter( 'pmpro_add_user_field', 'my_pmpro_user_field_swap_to_checkbox_grouped', 10, 2 );