If you want to quote the comma, quote the comma.
% echo a{b,c,d,','}e
abe ace ade a,e
> xset fp+ /path/{dir1\,,dir2\,,dir3}
% echo /path/dir{1',',2',',3}
/path/dir1, /path/dir2, /path/dir3
Disclaimer: This is probably portable but I don't know that it is.
---Dan