Pellet Stoves Buying Guide - Home Improvement â
Unlike wood stoves, they donâ€™t burn wood. Instead, they burn small pellets typically made from recycled wood shavings, sawdust, or corn.. Advantages of Burning Pellets. The pellets that a pellet stove burns are actually recycled sawdust, wood shavings, corn, walnut and peanut shells, and similar bio-mass wastes that are ground up, compressed, and extruded.