I have a little surprise you : Did you know that if you have the SUPER privilege, you can write to a read_only database ?
According to the MySQL Documentation on read_only:
This variable is off by default. When it is enabled, the server
permits no updates except from users that have the SUPER privilege or
(on a slave server) from updates performed by slave threads. In
replication setups, it can be useful to enable read_only on slave
servers to ensure that slaves accept updates only from the master
server and not from clients
All you need to do is connect to the slave as a DB user with the SUPER privilege and write to the pma database to your heart's content.
UPDATE 2011-10-24 23:33 EDT
On the slave servers, you must add this /etc/my.cnf and restart mysql
That way, each pma database can be specific to the local DB instance. As for writing, you must use SUPER privilege to bypass the read_only restriction. Only other alternative is to drop the read_only option from /etc/my.cnf and restat mysql.