When I’ve gone for interviews in the past (for journalism roles) I’ve sat tests ranging from editing a story, proof reading a story and writing a story based on a set of a company’s end of year accounts. These exercises tested individual skills: editing, proofing, ability to analyse financial information and construct a story. Are there similar skills you want your project manager to have that you could test with a written exercise, like maybe putting together an event budget?
However, as @DewiEirig points out, if the candidate can show evidence of the roles and tasks they’ve undertaken, this should give you a good idea of their capabilities. You can always seek testimonials from past employers too.