Although single cell RNA-sequencing (scRNA-seq) provides unprecedented insights into the biology of complex tissues, analyzing such data on a gene-by-gene basis is challenging due to the large number of tested hypotheses and consequent low statistical power and difficult interpretation. These issues are magnified by the increased noise, significant sparsity and multi-modal distributions characteristic of single cell data. One promising approach for addressing these challenges is gene set testing, or pathway analysis. Unfortunately, statistical and biological differences between single cell and bulk transcriptomic data make it challenging to use existing gene set collections, which were developed for bulk tissue analysis, on scRNA-seq data. In this paper, we describe a procedure for customizing gene set collections originally created for bulk tissue analysis to reflect the structure of gene activity within specific cell types. Our approach leverages information about mean gene expression in the 81 human cell types profiled via scRNA-seq by the Human Protein Atlas (HPA) Single Cell Type Atlas. This HPA information is used to compute cell type-specific gene and gene set weights that can be used to filter or weight gene set collections. As demonstrated through the analysis of immune cell scRNA-seq data using gene sets from the Molecular Signatures Database (MSigDB), accounting for cell type-specificity can significantly improve gene set testing power and interpretability. An example vignette along with gene and gene set weights for the 81 HPA SCTA cell types and the MSigDB collections are available at https://hrfrost.host.dartmouth.edu/SCGeneSetOpt/ .