Problem in finding ultimate gain Ku in ziegler and nichols method for tuning PID parameters

I am trying to design a negative feedback control loop with first order delay system and PID controller , I am following Ziegler and Nichols method for tunning PID parameters.

As a process in the Z-N method , I have made integral and derivative term as zero and kept increasing gain value to find the ultimate gain, But my process variable curve (which is in RED colour in scope screenshot I have attached above ) have sharp edges i.e., not getting smooth oscilating curve.

Can anyone help me to figureout and resolve the problem.

Thanks in advance