lot more moist on my pellet smoker (or you can call it pellet grilling if you like) than on a grill. The tricky part is actually getting some char on the burgers, I have to cook around the edges on the pellet smoker to get a little dark on it.
It probably has a lot more to do with the way the heat shielding works in the smoker compared to a grill.
I can taste the smoke flavor but it is not strong. Over all I much prefer the pellet smoker to grilling. Charcoal is pretty good also but much more hassle for me.