In case it is of interest to any wood pellet users (or folk considering a purchase of a pellet grill), I have done a little price analysis on my own food blog website, from the two suppliers that I use, The American BBQ Company, and Liverpool Wood Pellets. As minimum orders and bag weights differ, I have reduced it down to a simple price per pound of pellets.
A summary: Cheapest of all are Lil Devils, from Liverpool Wood Pellets, which come in 40-48p/lb, depending on quantity purchase. It should be noted that these are a relatively mild blend of woods, but a good general use pellet. Other prices range from 60p/lb, for the GMG blends sold by The American BBQ Company, through to £0.84-1.00/lb for various 100% wood varieties.
http://www.foodadventure.org.uk/wordpress/2014/11/02/pellet-costs/