Change UIPickerView background
You could also mask the component. With a bit fiddeling you can get the size of the component and cut it out with following code:
CALayer* mask = [[CALayer alloc] init];
[mask setBackgroundColor: [UIColor blackColor].CGColor];
[mask setFrame: CGRectMake(10.0f, 10.0f, 260.0f, 196.0f)];
[mask setCornerRadius: 5.0f];
[picker.layer setMask: mask];
[mask release];
Don't forget
#import <QuartzCore/QuartzCore.h>
If you just want a workaround, take a screen shot in the simulator, open it in photoshop, crop it to just the UIPickerView area, make the center transparent, apply whatever tint you want, add that image to your project, and add it as a UIImageView on top of the UIPickerView.