I haven’t used a pellet grill but my suggestion would be a reverse sear. Cook them low and slow like a pork butt etc, add a small amount of smoke if you want, until they’re about 105-110 deg. Then pull them off and crank the heat up as high as you can, and sear maybe 1-2 min a side until 125-130. Rest 10 min should be 135 assuming you want medium rare. A good thermometer like a thermapen is clutch if you don’t have one.
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