I made a burner like that (with a hopper to hold a 40 lb. bag of pellets) out of a 4" square tube and 3X3" burner setup and mounted it thru a door in my wood furnace. It will burn over 600 degrees and heats my home very easy. I have to turn the air inlet down to just 1/4" to get 400 degrees out of the stove and a bag will last 10 hours+ now. It works great with very little ash.
As we speak I have another video loading to RU-vid about it. Should be loaded within the hour. I've added legs and a pellet bin and some stove paint. The video goes over the construction a little bit more and gives more details.