The way you would do it resembles the way you would do in BP.
You need to create in C++ your GameMode class derived from the GameMode of your choice, lets say GameMode or GameModeBase, and inside the constructor you would write:
DefaultPawnClass = AYourCharacter::StaticClass(); // in blueprint it would be GetClass()
or in a more fancy way these days:
static ConstructorHelpers::FClassFinder<APawn> PlayerPawnBPClass(TEXT("/Game/ThirdPersonCPP/Blueprints/ThirdPersonCharacter"));
if (PlayerPawnBPClass.Class != NULL)
DefaultPawnClass = PlayerPawnBPClass.Class;