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I've pulled them cold, warm. and hot. Never noticed a difference in the final product. Most important thing is to collect the juices in a ziplock bag and then cut the bottom corner and drain back into the meat until you get to the fat layer then pinch it off and toss it.
Stoneys, i usually pull an hour or two after I pull off the smoker, after it "rests". Normally still pretty hot (whick is what I want when I serve) so I have a special pair of gloves that I use just for my smokin activities.
Placebo - thanks for the idea on the ziploc, hadn't thought of that should work great.
I to have pull the pork hot, warm and cold. Now it doesn't mean or change the meat in any way. Most of the time I pull it warm after 2-3 hours agter it is in the cooler for hours. Now I also keep the jus-juices for the pulled meat later when I serve them. Now I normally keep some of the meat and serve it and then store the rest in single serving pouches for later and in salads, stews, spagettis too.
I have always pulled it when it is still warm/hot, but after it has rested for 2 hours in a dry cooler. Like everybody else said... save the drippings and mix them back into the pulled pork.