I don't think there is an option. Cython seems to generate Py_EnterRecursiveCall only in a limited number of places (specifically when calling Python objects).
It probably wouldn't be too hard to add it as an option (it'd get generated alongside the "refnanny" code that gets generated at the start/end of every function), but I don't know that anyone has immediate plans to do it (i.e. if you want it then you may have to write it yourself!).
I'm sure I remember seeing a github issue about this in the past, but I can't find it now.