Like Mike said I will would not, but pellet burning stoves and fireplaces now are using pellets without additives and glues since they are know to cause flume fires in the past. I think in mid 90s they stopped with the glue, but I beleive there maybe still some out there. Back in the day Pellet grills used pellets with glue so it has changed.
My buddy that I hunt with uses the pellets from Sam's club in his Pellet burning fireplace at the cabin since he goes right past a Sams to get to the cabin as the fireplace has a completely different burn pot and the temps run at a higher pace than a smoker. He see no difference in the heat output that the pellets he gets from the Fireplace B&M store where he bought it. He actually saves about $5 a bag from getting the ones from Sams and I used the same pellets in my PB and Yoder now.