Quantum phase transitions between competing ground-state shapes of atomic nuclei with an odd number of protons or neutrons are investigated in a microscopic framework based on nuclear energy density functional theory and the particle-plus-boson-core coupling scheme. The boson-core Hamiltonian, as well as the single-particle energies and occupation probabilities of the unpaired nucleon, are completely determined by constrained self-consistent mean-field calculations for a specific choice of the energy density functional and paring interaction, and only the strength parameters of the particle-core coupling are adjusted to reproduce selected spectroscopic properties of the odd-mass system. We apply this method to odd-A Eu and Sm isotopes with neutron number $N \approx 90$, and explore the influence of the single unpaired fermion on the occurrence of a shape phase transition. Collective wave functions of low-energy states are used to compute quantities that can be related to quantum order parameters: deformations, excitation energies, E2 transition rates and separation energies, and their evolution with the control parameter (neutron number) is analysed.