In the hot summer we do not think too much of the benefits of a warm pellet stove fire, but I do think of pellets in a big way. Why? Because I have a trager grill. I have had it for about 3 years now, and love it.
It is basically a few grills in one (smoker, grill, convection oven). You can do anything from pork shoulders to chocolate chip cookies. If you buy a trager you will end up using it all the time. I especially like to do bacon on it, because it comes out crispy and doesn't smell up the house. I have cooked Thanksgiving turkey on mine for the past 3 years!
As you know this site is geared toward reviewing pellets. With these grills there are specialty flavored pellet they sell, and they work great and add flavor. The problem is they are considerably more costly than home heating pellets. About $19 a 20lbs bag versus $6 for a 40lbs bag. Add to that folk who are into this pellet heating solution tend to be a frugal bunch.
So inevitably the question arises is it ok to use home heating pellets in a grill for food. Short answer: maybe.
It all depends on the pellet manufacturer. I live in Pennsylvania and most of our pellet are hard wood to start with, but soft wood pellets would be out of the question. The other issue is what kind of wood was used for the pellet, and is there any binders or other materials in the pellets.
In my grill I have used Hammer and Turman, and they work great. I called the actual factory and asked what went into the pellet before I used them. Before you consider using a pellet to cook with I would recommend a call to the factory- even the ones I mentioned as factories change formulas often.
Even though the Trager pellets are more money, the grill does not burn up a lot of pellets (give or take a pound and hour), and the different woods really do provide different flavor.