Thermochromism in PbI2
Just found something:

So the most dominant thermal change, and we are talking here about annealing single crystals for several days to around 150°C seems to be a polytypic change from the 2H-Type to the 12R-Type. Or, as there are several hexagonal and rhomboedric phases let's just assume a change from H to R. You may know polymorphs, like allotropes for example, diamond vs graphite or different phosphorus allotropes. And polytypes are structures that usually appear in layers where the overall composition and connections are pretty much the same but the stacking order of the layer is different. I found a sketch how the layers have to change:



1 E.Salje, B.Palosz, B.Wruck, Structural and Magnetic Phase Transitions in Minerals, Advances in Physical Geochemistry, vol 7, Springer, New York, p.231, 1988.

It was often reported that the change from H to R seems to be thermally while the change from R to H takes a long time. As the crystals were grown from sodium based gels traces of sodium could be found and the higher the sodium content the easier and faster they turned back to H. I didn't grow any crystals but precipitated it using NaI, so I probably have a high sodium content which acts as an impurity to fastly change the structure back, which appeared to me as being reversibly thermochromic.

I don't know whether this also causes the color change but many other color changes, like in TlI depend on minor distortions in the crystal structure as well so it could be plausible.