I get quite a few asks about using our pellets in any type of grill. I tell people to make a Smoke Bomb. Take about 12" x 12" chunk of heavy duty foil and put 1/2 cup of pellets in it. then close it up tight into a ball. Now take a pen or pencil and poke 1 hole in it... jiggle it around so it is a bit larger and pull out. Now place that ball , hole side up over your heat source, flames, hot coals, what have you and when it starts smoking throw on your food and pull back the heat to half /medium and finish to a safe temp.
Now, once you've got that down and your happy with the results you can move on to something more durable and long lasting then a single use ball of foil to put our pellets in.