I use one of those round tubes for smoking with pellets. That might be an answer to your problem as well. Once they get started, they burn all the way down to ash for me.
Larry, you just reminded me that I have been promising myself to go out and deep clean the SS Platinum Deep Box Franken Grill. I am already wet and dirty from cleaning up the parts from a rehab grill. And with temps in the 90's, it is a good day to play with the pressure washer some more.
I will be sure to get all the pellet ash out as well. But, it ain't gonna stop me from using the pellet tube again.
I detected no mess from ash when I pressure washed out the grill, but then I had cooked a few regular cooks since my last smoke job. BUt, yah, just tossing a pack of ash is easy peasy simple to do.