Is a good practice to use one PID in rise time and another PID for steady time in order to eliminate oscillations during steady time?
Switching between 2 PID controller is called gain-scheduling. There are various ways to implement gain scheduling. But basically, the idea is that the gain should change smoothly. You should not change suddenly. You could have one set of gains if T &lt; T1, another set if T > T2 and use interpolation between the 2 sets if T1 &lt; T  &lt; T2. 

You can also use 2 PID controller with the unused PID set in tracking mode while the other controls the actuator also. However, it will be harder to have a smooth transition between the 2 controllers.

Secondly, before implementing gain scheduling, make sure your issue is really due to non-optimal gains. Typically, there are 2 problems with control loop for temperatures

1 - Actuator saturation which causes integrator windup. This happens often in temperature control when the difference between the setpoint and the measured temperature is significant. This can be fixed with an appropriate anti-windup scheme.

2 - Asymetry between heating and cooling. Typically, if you have a heater, you can only "heat" you cannot cool your system. This makes the choice of gain a bit tricky as the cooldown rate is not controllable by your controller. If you have some kind of Peltier cooler, you can both cool down and heat up, but the cooling rate is usually slower.