Answer by a3nm for Change pinentry program temporarily with gpg-agent

You can use the PINENTRY_USER_DATA environment variable to give gpg information to pass to the pinentry command. You then need to set pinentry-program to a custom wrapper such as this that will run the curses or the GTK pinentry depending on that variable.

Note that this only seems to work with GPG 2.x, contrary to what the documentation of GPG 1.x says.

So with that script, you use gpg2 to use pinentry-curses and PINENTRY_USER_DATA="gtk" gpg2 to use pinentry-gtk-2.