That is the point of wood pellets as litters. As the get wet, they absorb the liquid and fall apart.
What I do is put a layer at the bottom of the litter box (just enough to cover the bottom), then I have a grate that goes over top of the litter. About 3 days after doing a full cleaning, I will scoop out the boxes. This means cleaning off the hay and poop (from the grate), I then use a litter scoop to scoop out the wet litter. One trick I do use is to get a scoop of the litter in the scoop and sift the wet stuff into the garbage bag. This leaves the stuff that is still good and that goes back into he box.