Rectifying mains is somewhat cutting off your nose to spite your face: the power factor is typically around 0.5. Power factor is bad because it's only drawing current on the peaks, which about doubles the RMS current draw at any given setting (actually a bit worse at light load, and a bit better at heavy load; it depends).
I presume you want to maximize capacity under the constraints (given Irms input).
If you had a PFC front-end, that would be fine, but that's a lot more complexity.
Note that phase control (TRIAC stuff) and pulse skipping (integral cycle control) also have poor power factor. Cycle control is a funny case, because the power factor is 1 during a cycle, but considering many cycles, it has the same on-off behavior as any other switching scheme (PF = sqrt(D) or something like that).
The other way is to PWM the AC directly, which is also complicated but for slightly different reasons.
For ease of use, I might suggest getting a VARIAC and... put a servo on it or something? Next best thing maybe: get a switching supply of adequate total capacity, and PWM the output from that.
Not sure offhand if there's a high PF, continuous heater controller out there already.
Tim