There really aren't any programs designed for PG preschoolers.
Yeah. sigh.
I don't think either of my kids are PG... more like HG or MG (I'm HG), but my daughter sounds similar to your son.
I put her in a play-based preschool to hopefully encourage social skill development. There were no academics whatsoever. All painting, drawing, games, stories, crafts, etc etc.
She had anxiety (part of her make-up), but she wasn't bored. It actually set her up well for school because she wasn't disenchanted by a boring boring boring atmosphere.
With these kids, at that age, I think we're forced to satisfy their thirst for learning ourselves, and let preschool be about fun.