Pellet grills do not bellow out constant smoke. The Memphis will create smoke by pulsating the fan speed. Even though you might not see a ton of smoke it is there. The smoke flavor you get from a pellet grill will not be as strong as a stick burner.
Also the type of pellets being used will affect amount of smoke and flavor. The 100% hardwood pellets will produce more smoke and flavor. Woods like Mesquite and Hickory are stronger than woods like apple and maple too.
Some of us have the Amazn Tube Smoker to add more smoke flavor to our cooks. They can be used for cold or hot smoking and work great with pellet grills. Using one with your pellet grill will give a stronger smoke flavor.
Without buying some little gadget like the Amazing Tube Smoker, what you can do is smoke at 180 degrees for a while, then increase temperature to cook the meat afterwards. Pellets smoke more at lower temperatures, 180 seems to be a magic number for me on my Traeger and my Yoder. I will smoke things for the first few hours then increase temperature to 225 or 250 depending on how much time I have. Eventually, you will probably end up dropping the 30 bucks for the Tube Smoker or something like it. Great little idea to add more smoke with a little effort.
You should see smoke coming out of the chimney when some new pellets get dropped into the fire pit and start smoldering.
lower temps w/ produce more smoke. memphis pellet smokers are extremely efficient and clean burning smokers. most of us w/ smoke at low temps for 2-3 hours then go to 250 or so for the rest of the ride. works perfect everytime. hope this helps.