@IntegRa
if it can helsp, please find here below my specific XU4 setting to have XU4 fan running all the time according a smooth "curve".
May be possible to adjuted depending on your fan builtin quality.
Settingof S02fan :

Graph :

Personnellement je me suis pas embêté, j'ai soudé le ventilo sur une prise USB. Comme ça, quand le Raspberry s'arrête, les ports USB ne sont plus alimentés, et donc le ventilateur ne tourne plus

@Sergio-Villanueva
If you have a fan that just switch on over a certain temperature, this fan will switch off automaticly by hard or soft shutdown. I just planned to set this up in the next days.

@leok I think 35 ºC is a "low" temperature for RPi. Here, with one fan running all the time, it keeps arround 48 ºC.

@davidwrightini yeah : add resistors :) the pi just outputs TTL, not PWM. Or maybe plug it on 3.3V