I'm not sure about the best way to handle this but a fork(); exec(); combination seems to work:

#!/usr/local/bin/perl -w

$SIG{INT} = sub {
    warn "in parent";
    exit;
};

for ( 0 .. 100) {
    my $pid = fork;
    unless (defined $pid) {
        die "Error forking";
    }
    unless ($pid) {
        exec ("./test2.pl");
    }
    else {
        wait;
    }
}
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and...

# test2.pl
#!/usr/local/bin/perl

$SIG{INT} = sub { warn "in child\n"; exit; };

sleep 100;
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Hitting ^C:

in parent at ./test.pl line 4.
in child
> <--- shell prompt.
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