Smoked pork shoulder, first try.

halfafish said
I'm with TMM, you won't be sorry. Most pellet smokers are for hot smoking, like the Traeger or Pit Boss. I think the Hungarian guy mentioned above was looking to do cold smoking. It's very popular in Europe. It takes a separate fire box and smoke box and normally is done at temps below 80 or so. Here's mine, made of cedar. A little more bacon is going in there tonight, and Pastrami tomorrow.

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Or you can cold smoke in a grill or smoker by not lighting the fire and just using a smoke tube. You can use pellets or wood chips for smoke. Cool weather is the perfect time to smoke cheese. I have some smoked gouda that is mighty tasty. It doesn't take long either.