On some pellet grills/smokers, they will have a dedicated Prime button, which will run the pellet feed auger until the button is released. However, in some instances, models don't have a dedicated Prime button, and the control panel works the priming processing into its programming.

In some instances, the pellet grill/smoker manual may actually state to fill the burn pot with a handful of pellets as the prime before turning on the controller.

However, this is much less common with modern pellet grills, as having to take out the cooking racks, etc, every time time you want to start a pellet grill is obviously not very practical.