When my PC software says "change target temperature to 100 degrees", the arduino needs to know what temperature the PID controllers are set to in order to know that "I'm set at 150 degrees now, I have to trigger 50 decrement button presses to get to 100". Once things are up and running, I only need to bump it up/down by 10 degrees which takes less than a couple of seconds anyhow.
What I would do:
When the command comes from the PC to change temperature.
Set the EEPROM to indicate UNKNOWN SETPOINT (just in case a power failure happens during this adjustment)
Send the pulses to change the setpoint.
Write the EEPROM with the new setpoint.
If the EEPROM says UNKNOWN SETPOINT, go through the re-calibration (via -200)
otherwise read the current setpoint from EEPROM.
Unless your PC is trying to change setpoint thousands of times per day you should be OK on EEPROM life.