One must be careful what kind of wood pellets they are.

There are litter products that consist of wood "pellets", but they
are not the same as the kind I think you mean which are used for
pellet stoves.

Those may be okay, but the wood-pellet products that are specifically
sold for animal litters are not suitable for ferrets. They contain too
much pine resin, which is sticky and leads to the litter being tracked
all over, and more to the point: the volatiles in the sap can be
irritating to a ferret's nasal passages and even lead to illness.

I tried some once and one time was enough for me. One day, actually. I
still have the nearly-full bag.

Stove pellets (if that's what you mean) are dried and more compressed,
so I would think they would present fewer problems for ferrets. But
let's be careful and specify what kind we mean.

[Posted in FML 7406]