Lot of smoke, no smoke, etc., etc. It is all subjective. Your tastes are different than mine are different than the next 20 people. At the end of the day, if you don't feel you taste enough smoke, then get an ancillary device to create more. My only question would be is your lack of taste of smoke related to a creosote that was part of what you thought was smoke flavor before you had a pellet grill?
I would recommend trying your pellet grill without an extra device for 25-50 cooks. If you are still not happy, then try an ancillary device. They are not that expensive so it is not like you are wasting a lot of money to try it. I am only recommending giving your grill time so that you truly can so you are not getting the smoke taste that you want.
I think most of us that have been doing this for awhile and have tried ancillary devices had similar thoughts. Not seeing enough smoke, not tasting enough smoke, etc. Then we realized the times we didn't take the time to use the ancillary device that the smoke flavor was still pretty good. Then we realized it wasn't worth the extra hassle to attempt to light the ancillary device, keep it smoldering, keep it from flaming, etc. and quit using them.
Experiment and figure out what is best for you.