It is always difficult to explain a PID tuning without knowing the application, what are the heating response times, thermal loading, TC placement in relation to the heat source, etc, etc.
But in general, a heating application usually calls for a relatively high P gain, so you have heat fully on until near the setpoint, then an integral term to bring the PV up to SP. Most times there is little need for a D gain.
I would suggest you start with I and D at zero, and push the P gain up until you achieve a steady state (note : this will settle with PV below the setpoint). Then add a small amount of integral gain, but don't attempt to use I to get the PV up to SP at this time, because on the next heat-up cycle the I term will have been active from start-up, so will have already boosted the output accordingly.
Observe the response (a good way to do this is to create a Trend in RSLogix5000 - tags PID.SP, PID.PV, and PID.OP). Try to obtain a fast approach to SP with no overshoot, by increasing the I term by small amounts, then observing again the next heat-up from "cold".
A certain gentleman I once knew from Eurotherm in the UK just watched the process working in "sloppy tuned" mode, made copious notes, referred to his watch constantly, then spent a pleasant evening in his hotel working out the PID terms to use. Absolutely spot-on first time - I don't know how he did it but he was brilliant!.
Anyway, most times PID tuning is by trial and error, but don't try to do too much too soon or the "error" could be costly. Tread carefully, but always reflect the change in response to what you altered, and by how much.
All the badly tuned PID loops I have ever seen have had too much I and D gains, obviously attempting to compensate for too little P gain.
One last point, you will get nowhere if the PID is making calculations based on wrong data, and the most important thing it needs to know is how much time has elapsed since it calculated last, so make sure the PID instruction is either triggered by a timer, or resides in a Periodic Task. Set the PID tag's Update time (PID.UPD) to the same period as the instruction execution rate.
HTHY