Solved.

using Umbraco.Core.Composing;
using Umbraco.Core.IO;
using Umbraco.Forms.Data.FileSystem;

namespace MyNamespace
{
    public class SetUmbracoFormsFileSystemComposer : IUserComposer
    {
        public void Compose(Composition composition)
        {
            composition.RegisterUniqueFor<IFileSystem, FormsFileSystemForSavedData>(new PhysicalFileSystem("~/media/UmbracoForms/"));
        }
    }
}

Hopefully someone can update the Documentation soon so this is a bit easier to find.