Basically it's a small change to the file lib/readline/complete.c in bash's source code.
Find the definition of the function "make_quoted_replacement" and change the line
replacement = match;
to
if(strstr(match, ".exe") != NULL) {
replacement = (char *) xmalloc(strlen(match) - 4 + 1);
memset(replacement, 0, strlen(match) - 4 + 1);
strncpy(replacement, match, strlen(match) -4);
} else {
replacement = match;
}
Then recompile it to deploy.