Use tracking mode as explainedhere . There is a nice example in the doc that you can follow-here . The doc covers the bumpless transfer between PID and manual control. You will need to modufy to do bumpless transfer between a family of PID controllers. It would be something like that:
Dear Arkadiy, in my case, I have three scheduling variables which result in a family of 1000 PIDs. Is it possible to put all of them as an array into a PID block? By a family I meant a large number of PIDs so that it is not practical to represent each of them with a separate PID block.