What is the altitude where you live? Some people who live above 5000 feet have reported real problems with getting the tray to burn continuously at higher altitudes. This is why I ordered the tube. I tried the tray, and did all the things suggested above (and more) to keep mine lit. The longest burn I ever got was when the tray was put very near the coil in the MES (a position not recommended by any, including myself , due to flash-over risk). Even when I did the mailbox mod, I was only able to get one and a half rows to burn before it went out.
Things I tried, including a combination of all of the below at once:
Different positions in the MES, on bottom, on racks, left, right and middle
No water in the MES
MES started 2 hours in advance to get convection flow running at its best
Chip tray (the one which the chips fall into and produce smoke) pulled part and all they way out.
Chip loader pulled part and all the way out.
Upper vent is always wide open for my smokes
Mailbox mod, no chip loader or tray.
Microwave and also baking the pellets
Brand X, Y and Z of pellets, including the recommended "pitmaster choice" pellets
Getting an amazing coal bed going with a torch, I have let half of the first row burn up, to insure an excellent coal bed
Used a hot air gun to get a RAGING coal bed going, until half of the first row is gone
Letting the pellets burn until they go out on their own (more than ten minutes)
Now I am trying the Tube smoker, with all of the things above, which is supposed to be more altitude tolerant.
We shall see if it works this time.