Comments Pagination as an unordered list

I am currently using <?php paginate_comments_links(); ?> to display comments pagination. How can I customise this so that it uses a UL and LI? (Such as is possible with custom post pagination).

Thanks

As paginate_comments_links() is pretty much just a already customized version for comments of paginate_links(), see the documentation for a deeper insight, you can use the parameter type for this.

paginate_comments_links( array( 'type' => 'list' ) );