I would say most folks use an auxiliary smoker such as an AMAZN Tube or maze smoker. Todd is a member and sponsor here (I think!) and his products are great.
I have a Traeger Lil Tex Pro that I have modded with a Savannah Stoker PID controller. I use the AMAZN Expandable tube for many of my smokes and it works great. If i want a hearty smoke flavor for brisket or butts, I smoke at a low temp, 170* for 4-7 hours and add the tube smoker. The lower temp on a pellet smoker makes more smoke flavor. The higher temps burn the pellets too efficiently to produce smokey flavor.
My go to set up is to put my meat on a elevated rack and have the tube smoker on the bottom rack off to the left of it opposite the exhaust. Don't put the tube or maze directly under the meat as the juices will drip on the tube, either extinguishing it or imparting a more grease fog flavor. So in essence, I have the tube lower than the meat with the airflow bringing the smoke from it up and across the meat. The last brisket I did 2 weeks ago was smoked for 8 hours at 179* smoke setting with the tube set up as described above.I expand the tube to as long as the Traeger will accommodate so that I can put a lot of pellets and have a long burn time. I use almost exclusively pure hickory and/or pure mesquite pellets in my Traeger. This brisket had a good smoke flavor. Not a light smoke flavor, but a noticeably smokey flavor.
Keep at it and you will be able to get smokey flavor from a pellet grill. It won't ever be like a stick burner, but you should be able to get more that acceptable results.