I have not done it on a pellet smoker, but I did it once on an electric smoker.
Fill the water tray with ice. Run the temp at maximum, for about 5 minutes. Should bring the smoke up, and only get the temp up to 150 or so. Then cut the power, and use foil or butcher's paper to plug all of your air openings. The temp should come back down to <90 within about 5 more minutes. Then just let the cheese sit in the smoke for an hour or so. Rinse, lather, and repeat for 2x or 3x more.
I found that the cheese was over smoked with my method, but it mellowed over 5-7 days in the fridge. I did about 10 bricks of it, and the best was the habanero pepperjack.