Just like with any other product, when you select pellets you should reach for the good quality product. The Polish standards do not let to produce pellets from laminated wood panels containing glues, paints and plastics because during combustion they produce chemical compounds which are harmful to your health and the environment.

When you use poor-quality pellets it may also cause damage to your furnace.

See the good-quality pellets
Most often good-quality wood pellets can be recognised by the easiest and most popular method - visually. Just take a look: if granules are not crushed and you cannot see any impurities within, that's fine.
Pellets should contain only wood only, with no artificial binders. So you can also test it by smell - when pellet fuel is combusted, your boiler-room should smell wood and nothing more.
It can be done even simpler. It is worth purchasing 'EN plus A1' certified pellets. Then we are sure that each and every product batch is subjected to quality control. The following parameters are checked: granulation, content of fines, mechanical strength, bulk density and calorific value.  
Quality of pellets versus furnace parameters 
Even the highest-quality pellets may not be best combusted in your furnace. Much depends on your furnace itself and its parameters. It is worth having a try of pellet fuel and adjust your furnace settings to it or ask your installer to set it.