Hi.
Neither I can estimate if it is a good idea to customize them, nor I can estimate the effort. But I noticed some problems using TPageControl and TGroupBox the last weeks, too.
E.g. I don't understand why the tab position for a TPageControl on Windows CE is limited to the bottom by the LCL. The OS makes heavily use of top aligned tabs himself, only vertical text seems not to be supported (see
http://msdn.microsoft.com/en-us/library/ms927597.aspx). And there are still some painting issues regarding child controls.
After some changes TGroupBox is very useful now, but there are still some problems (e.g. ParentFont and the caption, see attached picture).
As you can see on the attached picture, too, we used a customized Windows CE user interface (see
http://msdn.microsoft.com/en-us/library/aa459146(classic).aspx for more information). E.g the TGroupBox has rounded corners. I hope you will keep this in mind, so that a Lazarus application doesn't look like a "foreign body".