Yup, dry pellets are essential for a reliable long burn. They may be dry when you get them but all wood can absorb moisture. Lots of ways to dry them. I microwave a cupful for one minute, twice, then store in a sealed jar. A heavy ziploc bag will not stay 100% sealed over time. You can use your home oven, on a stovetop, or you can put them in a hot smoker for a couple hours before lighting, in a hot grill for a while, you can FedEx them to Saudi Arabia for the winter, but they've got to be dry to stay lit.