I guess I was more speaking from a theoretical perspective. PIDs were originally design for rapidly changing systems (eg robot servo motor control). The temperature of a mash changes very very slowly by control system standards. There is very little hysteresis in this system too, ie when you stop heating the temperature stops rising. Realistically, the derivative term will never come into play, and the integral term will miniscule to correct for steady-state error that the proportional control may introduce. In terms of control systems, the amount of heat you add is directly proportional to the temperature rise, so the additional complexity introduced by the other terms isn't really warranted.
That said, they're cheap so who cares if you're killing a fly with a hammer.
EDIT: I'd strongly advise you against attempting to control temperatures using gas burners. Accurate gas control valves are very, very expensive and the amount of tuning required to make it work will be way out of the realm of an amateur brewer. The possible consequence (catastrophic explosion) from malfunction with gas compared to electric is so high that I'd never recommend direct gas heating to any of my brewery clients (they use steam which is a lot safer and easier to control).
That said, if you're dead keen on getting it going then I'd suggest cannibalising a gas-fired continuous hot water system and figuring out a way to change the temperature setpoint (mine is set at 50 deg C). I would be extremely wary of trying to make one from scratch.