A super welcome Rob! That's quite an indoctrination to pellet cooking.
Screening pellets you say. I can't imagine what might have been your problem. Dust (fines) usually don't usually pose problems unless they get damp or wet. The fines flash/don't burn.
If water got into your pellets, there would be swelling of the pellets that ends up a SOLID mass, just like a wood. That would bind the auger solidly and possibly end up burning out the auger motor.
Why did you have to sift the pellets?
What part of Long Island are you located? It has been a few years since I was in NY.