In reasonable volumes, it really is not usually any more expensive by the time you pay for assembly.
PFC inductors are usually a gapped core operating at very high flux, not that common to find an off the shelf part that has low core losses when operated in this mode. Also compare copper losses for your series chain with the copper losses for a single inductor of equivalent volume, I think you will find the single part to have a useful efficiency advantage.
I have had custom magnetic components done in the hundred units range for not outrageous money, by the time you are ordering 10k units at a time it is very, very affordable, any you get exactly what you design.
Regards, Dan.