The earliest one I could find in PC Magazine was the Deskpro 5/66M which was a Pentium model reviewed June 1993. I know there were some 486s from Compaq with PCI but the ones I remember were from the follow-up XL line which shipped in 1994.
Feel free to try various search options against the online copies of trade magazine to find an earlier reference.
I believe the switch to PCI came with the Deskpro XL. The previous lines were the higher-end Deskpro/M (EISA slots) and the lower-end Deskpro/i (ISA slots). That line was replaced by the higher-end Deskpro XL (EISA and PCI slots) and the lower-end Deskpro XE (not sure, might have been ISA still). Both the /M and the XL used processor daughter cards that went into a special card slot, which provided an upgrade path. I believe the processors on the /i and XE models were on the motherboard which helped to keep the cost lower.
The /M also had a special slot for a proprietary 32-bit memory expansion card. The XL put all memory directly on the CPU card so it was able to accommodate different CPUs with differing memory widths (there were XL CPU cards with 486, Pentium and Pentium Pro processors available).