When you are done cooking, simply power off your grill leaving the lid closed. The grill will go through a COOL DOWN process that helps prevent back burn. DO NOT unplug the grill to power it off. DO NOT unplug the grill until the COOL DOWN sequence is complete.

The Auger will stop adding pellets to the fire. The Blower fan will blow continuously for 300 seconds. This causes the fire to burn itself out.

Next the Auger will run for 30-50 seconds, depending on the model. This will push embers into the Fire Pot where they may smolder and burn off safely.
Occasionally, fresh pellets may be pushed into the Fire Pot, as well. This is NOT to "prime" the pot for the next cook, but an unintended byproduct of the COOL DOWN sequence.

It is completely normal for the grill to smoke well after shut down. Live fire does not have a kill switch. Leave the Lid CLOSED to prevent extra oxygen from keeping the embers alive.

Please wait until the grill is completely cool before moving or putting on a cover. 

Leaving the lid open during COOL DOWN, or even after, will allow oxygen to keep embers alive.
It can also invite wind to blow the embers, smoke and heat backwards into the auger tube and possibly the hopper. This can cause back burn.  Leave the lid CLOSED and let the fire die naturally.