Electronic – 3.3V @ 10mA from 5V – 35V

There are number of companies that offer drop in switching regulators that might meet your needs. I'd look at some of the electronics distributors out there with good parametric search capabilies like Digikey, Newark, or Mouser that might have something already designed that will work for you.

Although it's a little more expensive than your $3 cost target. Look at this drop-in switching regulator.

It handles the output current and input voltage range you've specified. It's $5.10 in quantities of 100. Take into consideration the time saving cost benefit of not having to design one yourself.

I doubt such a device exists. A PWM signal as such is not a good start to generate a stable output voltage with as little ripple as possible. The regulator would require a filter with a rather large capacitor (I guess you want to draw some current from it), which will need to be external anyway. It wouldn't save you any space in any case.
If your PWM signal is to supply power, and not just a voltage, you'll have to provide a power driver, since PWM signals usually only provide a voltage.