You can know exactly what's in pellets by looking at the ingredients list.
Making pellets is very difficult because there's no easy way to extrude them, and it's a delicate balancing act to get all the vitamins and minerals exactly right. Those vitamins and minerals are sold in pretty large quantities, so you'd either have to make enormous batches of pellets or throw out a lot of stuff, because it would go bad before you could use it.
You're in Wyoming, which isn't far at all from Kleenmama -- she's got the best pellets on the market, and if I were you, that's exactly where I'd get mine. She has years of experience making them, and I'm sure none of us could hold a candle to the quality of pellets she produces.