PI controller for PWM fans
In your case I would just play with the settings until I got a decent control response.

In general, the proportional term allows for an instantaneous response to any disturbance in the controlled variable. The integral term, slower, takes care of zeroing steady-state error.

If settling time isn't a concern (and I would also believe that your system's dynamics are relatively simple), you could start by using only the integral term, starting from a low setting for Ki. This would be sufficient for eventually controlling the temperature.

Then you could start experimentally raising the Ki and adding some Kp to quicken the response.

Regarding the component values, I don't recall it for the moment but I would suggest checking analog implementations of PI controllers using opamps. It's a very common application.