PWM to analog... is this just too Rube Goldberg?

GoForSmoke:
I'm not that good? Would it require much more than a cap or two and resistors?

One cap, one resistor, but after that it depends on what you are wiring the then true analog voltage too. If it requires any significant current then you need to add a buffering amp or other method to supply the 'load current'.

Lefty