Connecting PID Controller to SSR
Yes, you have it right. Observe polarity on the DC input to the SSR. Add appropriate fuses and an overtemperature cutout for safety. 

Edit: Re your proposed wiring diagram edit, it's better to switch the hot rather than the neutral, as in your verbal description. You have the wrong pins on the controller as well (should be 4&amp;5 like your verbal description). 

Always fuse the HOT line, not the neutral.