I have found that Lumber Jack Pellets work great in the cold smoker, there are no additives or fillers in this brand. It is easy to light and will burn continuously. When using other products I have had some difficulty keeping the smoker going, have not had any problems with Lumber Jack.
This thread was a good reminder to take my smoker apart and clean it. I have been pretty lazy. I left the smoker attached to the KK for weeks and only detached it to shake out old pellets/crud when necessary. I took it apart and soaked in PBW. Most parts came out completely clean. Just had some residual black stuff on the inside of the tube around the holes where you set the fire. That seems fine to me. Another few weeks of laziness coming up...