Cursors seem to be not supported in DBD::Pg at all!

It does (in 8.x at least). but remember:

1. Pg's cursors are readonly. You cannot do updates through them.
2. PL/Perl isn't hard to use:

   It is the DB equivalent of mod_perl. You can write user-defined functions in Perl that can do pretty much anything. And doing most of the work on the server before returning just what you need to the client, saves loads of time (Whoops. That apparently doesn't matter:).