That would concern me as well...put one of thse pellets in a small amount of water and see what happens.
I have a free standing Qudrafire. Does a great job heating a 1500 sqft game/media room. It's expensive to purchase though, and don't get me started on the chimney cost...What a rip-off. The Quadrafires seem to be sold all over the place. So parts shouldn't be a problem. It has auto-ignite and a standard wallmount thermostat.
I usually pick up a ton or so of pellets in August/September, as the last few years have seen shortages that they say have been corrected.
As far as garbage pellets; what I have found is that if you stick with premium hardwood, the all seem to work fine. I have had burn rate differences between brands that I thought were garbage pellets(causing very sooty conditions). If you adjust the feed rate to the buring pot flame, they seem to do fine.