Can I smoke on a pellet grill? Yes, you can smoke on a pellet grill. In fact, smoking is one of the key features of many pellet grills. The automatic feed system and temperature control make it easy to produce a consistent, low and slow smoke for traditional barbecue flavors. You can use wood pellets in a variety of flavors, such as mesquite, hickory, apple, cherry, and more, to impart different flavors to your food. Some pellet grills even have dedicated smoke settings, which makes it even easier to achieve perfect results every time.