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Most pellet grills/smokers have a solid center auger, so a big NO for them.
For ones with a hollow core auger I think they could be used "IF" they were broken up into small pieces.
I have and LSG Pellet grill (hollow core auger) and they sell wood chips that can be mixed in with the pellets.
However their chips are small compared to ones you would find in a store.
They do not recommend using store bought chips.
All my previous grills have had solid core augers, so I don't know what other pellet grills have hollow core augers.