Pellet grills are technically smokers that heat using convection. It's the fiery combustion of compressed wood pellets that powers this low-heat smoking. Backyard chefs feed the pellets into the machines, which often use augers to funnel them toward the combusting heat. Barbecue masters choose between different pellet 'flavors' of wood like maple, apple, mesquite and more. These can add elements of sweetness and smokiness to whatever food is on the grill.