Pulse shape filtering is used to constrain the signal bandwidth (with what would otherwise be a Sinc function in frequency given the rectangular pulse) and as a Nyquist filter done in such a way as to not introduce inter-symbol interference.
For CDMA and specifically direct-sequence spread spectrum in many cases we have no concern for spectral containment (GPS for example since by the time the signal reaches any receivers it is well below the noise floor and therefore not an interference to other receivers in adjacent bands). But IF we did, then it would definitely be the individual chips that should be pulse shaped, since it is their base pattern that would define the spectral occupancy.