Are their any benefits to having a double walled constructed grill? Do they retain heat better? Do they use less pellets?

I'm going to look at a Louisiana Series 800 Elite grill tomorrow. Its a leftover 2017 model that the dealer wants to move out & has a super price on it. Its bigger than what I want or need, (I sold my GMG Jim Bowie because it was to big & I hardly used it) This looks to be a really nice pit with a price that's hard to pass. I was looking at getting the CS450/LG700.

Yes a double walled unit should retain heat better thus using less pellets. If you are going through pellets that means you are cooking a lot.

Yes to all your questions. It will use less pellets in a cold climate & will benefit in long cooks.

Don't know if the pellet consumption chart is still up over at PH.  Or if Bentley still has it.  I know the Memphis Pro (double walled) did well in that category.
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In addition, I think it comes back to temp faster after opening the lid.  I think it assists in keeping temps more consistent too.

 No" data" here. All I know my Memphis Pro (double walled and larger )  vs my Traeger Lil Tex, heats up and recovers faster, as well as using fewer pellets.

The Pro will get much hotter than the Lil Tex... Any pellet pit will consume more pellets at higher temp settings and/or operating in colder weather.

I couldn't tolerate using the Traeger in the cold so it was Winter stored.. The diffrances between the two is more than a double wall.

I do believe a double walled pit is more efficient - any pit. ..Is the cost worth it? That is a personal choice.

 The 800 series isn' t a true 100% double wall...  For a more scientific approach to a double wall pit, look at Cookkshack's comparison between the PG 500 and the PG1000.  Pellet consumption is listed.

I think this picture is better than any words I could come up with!
This is a Cookshack PG1000

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I think this picture is better than any words I could come up with!
This is a Cookshack PG1000

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Wow

This is a true insulated unit.  It is solid core between 2 layers.

I think this picture is better than any words I could come up with!
This is a Cookshack PG1000

This is a true insulated unit.  It is solid core between 2 layers. I stand corrected.

I think this picture is better than any words I could come up with!
This is a Cookshack PG1000