When I do PJs, I tend to board as early as I can then go to the lav to change while boarding finishes up. And, about 1.5 hours before end of flight I go to the lav and swap back. Nobody has ever raised an eyebrow. I also tend to carry PJs from prior flights, different airlines, nobody cares but every now and then will get a friendly comment about "oh, I love <insert airline here> PJs" or "I have those at home!".