Even if the merchant never changes your payment ID at all (or does so in an insecure manner) you can protect you own privacy by designating a single wallet for all transactions to the merchant and then funding that wallet from your "real" wallet using suitable mixing.
I've never been a fan of the pid feature especially in the half baked manner it is currently implemented but privacy-wise effective work arounds exist.
Careful there. You'd be surprised how much can be leaked by even this. PIDs are pretty bad.
A non-rolling PID gives away the distribution of customer payments to the merchant, and the number of customers. An adversary with many nodes could, over time, learn the likely originating node for a particular payment ID (based upon where it sees it first). If that per-merchant ID is hosted on the same machine as your normal wallet, you're leaking quite a bit.
Even a rolling PID eliminates the benefit of shattering the transaction into fixed-sized pieces for the purposes of mixing. Nervous nervous.