ATMEGA 2560 => MCP4725 => FC-33 => Electronic Pressure Regulator
You can skip the FC-33 if you choose a DAC that has a current source output.

There are many 4 - 20 mA output DACs on the market that can interface directly with a microcontroller such as your ATMEGA2560.

The AD421 is one example.

That regulator is also available in a 0 - 5 V input type.