PID Step Test Configuration
Simple heuristic methods of tuning for stable systems usually have the controller set to P only (Ziegler-Nichols)- disabling I and D, or used as an on-off controller (Relay feedback tuning methods eg. Astrom et. al). Both these methods essentially force oscillation and measure that frequency to determine part of the system characteristics. Obviously these simple robust methods are not suitable for all systems. 

If extremes of the process variable are a problem you you would use a conservative setpoint rather than expecting no oscillation about the setpoint. Of course if you get too far away then the tuning may not be adequate so some judgement is still required.