It’s best not to soak your pellets. Pellets are created from pressurized sawdust, which means that dousing them will end up causing the sawdust to swell and disintegrate.
In addition to ruining your smoke, soaking pellets may cause damage to your pellet grill.
As a result, soaking pellets is not recommended when using them. However, if you are still not satisfied, understanding what wood pellets are may clarify why water and pellets do not get along.