two macros that both produce the correct result

venv-macros.el

;; needed for both
(defun venv--gen-fun (command)
  `(defun ,(intern (format "pcomplete/eshell-mode/%s" command)) ()
     (pcomplete-here* (venv-get-candidates))))


;; with the common lisp loop macro
(defmacro venv--make-pcompletions (commands)
  `(progn ,@(loop for item in commands
                  collect (venv--gen-fun item))))

;; with dash.el's map
(defmacro venv--make-pcompletions (commands)
  `(progn ,@(-map #'venv--gen-fun commands)))

;; Note that they both need to be called as follows:
;; (venv--make-pcompletions ("stuff" "to" "complete"))
;;
;; They can work with a symbol being passed as well,
;; but this requires wrapping `commands' in a call to
;; `symbol-value' where it is used, as follows:
;; (defmacro venv--make-pcompletions (commands)
;;   `(progn ,@(-map #'venv--gen-fun (symbol-value commands))))