The first thing to do is to make sure (where its safe to do so) you move any other flammable objects around the pellet grill away from the fire.

If there is a fire in the pellet hopper unplug the pellet grill from the wall outlet. Under normal circumstances this is not good practice as it can create issues on startup. However, with a pellet hopper fire and the control panel located on hopper, getting to the controller to turn off the pellet grill maybe unsafe.

Whether its a pellet hopper fire or a grease fire in the cooking chamber DO NOT THROW WATER ON THE FIRE. With a grease fire in particular, throwing water at it will not put out the grease fire, it will just spread the flaming grease around, similar to a chip pan fire.

Ideally, you should have a fire blanket to put out the fire, its best practice to have one in your kitchen anyway, and this is the best option to put out a pellet grill fire. Other than that, get a large towel, get it wet, and then throw it over the pellet grill.