Best approach for changing PWM in certain time?

Hi, I'm creating a sort of timer for turn/DIM leds.

No, you are using existing timers to make things happen.

On this timer I can specify the duration I want that the leds take from 0 to 255

Can the time be changed during a cycle? What does that do to the cycle? What is to happen when the LED gets to full brightness?

Are you aware that the human eye can not distinguish 255 different brightness levels?

So whats the best approach to do this and have always a smooth incresed brightness

What you have is basically a state machine. The state, at any time, defines what the current brightness level is. You need to invoke certain actions (change the PWM level) at each state change, and you need to change states at appropriate times. Since the desire is to have the state change occur at specific intervals, you need to record when the last state change occurred, and compare that to "now" on each pass through loop, to see if it is time to change state.

Recording when the last state change occurred is done using millis(), as is determining the current time.

Look at the blink with delay example.

Under these circumstances is it not appropriate for you to use delay().