I think it also depends on the wood stove pellets you can get in your area. The ones I found locally caused everyone in my apt's eyes to burn and itch until I gave the bag away. The symptoms only arose once I brought the bag inside and went away within a day of getting rid of them. They didn't have any additives, but the phenols were just too strong for us humans to handle, so I didn't want to risk it. I'd say try to wood stove pellets and if they don't work for you, try a paper pellet.
As for paper pellets, I've found yesterday's news to work well but it does occasionally have staples/etc from the newspapers, and Pet's Preference has a sort of play-doh like smell especially when just opened or wet. I haven't found any of the odd paper-y smells with the Good Mews or the PetSmart generic paper brand. Both of which I find in the cat aisle.. Good luck!