Can't help any with the pellet grill, but here's a cook I did with a frozen steak. Worked out pretty good and great in a pinch. If you're worried about the seasoning sticking, just smoke for a few minutes and then apply or do as @TNJAKE said and apply an oil and then your seasoning.
Your steak looks great from here, I'll take some please...
Your steak looks great from here, I'll take some please...