WriteMakefile(
  ....
  DEFINE => q["-DMY_FORMAT=""%.16e"""],
  ....
);

##</code><code>##

WriteMakefile(
  ....
  DEFINE => $^O eq 'MSWin32' ? q["-DMY_FORMAT=""%.16e"""] : q['-DMY_FORMAT="%.16e"'],
  ....
);