I thought that GUC variables can be set at database or role level:
testdb=# ALTER DATABASE testdb SET pgmemcache.default_servers='localhost:11211';
ALTER DATABASE
testdb=# SELECT memcache_get('C22072631');
ERROR: pgmemcache: memcached_get: NO SERVERS DEFINED
testdb=# ALTER ROLE teo SET pgmemcache.default_servers='localhost:11211';
ALTER ROLE
testdb=# SELECT memcache_get('C22072631');
ERROR: pgmemcache: memcached_get: NO SERVERS DEFINED