Do not use pellets made for pellet stoves, they often have binding agents added in.
I'm not aware of any binding agents used in pure wood pellets. Wood pellets are made using the high pressure of the press that causes the temperature of the wood to increase and the natural lignin plasticizes slightly forming a natural "glue" that holds the pellet together as it cools.
As 1Muttsfan says I would not use any pellets that had unknown or unnatural binding agents in them, which you may find with biomass or wood debris pellets. So your probably better off if your getting pellets to go to a pet supply or TSC livestock section.