I just tried the pellets and they are similar to sawdust when wet but swell to at least 3 times their original volume so they do go a lot farther. They also smell great and if put on top of hydrated lime, stall odor is much less.
I didn't replace all the sawdust though, i just tossed a couple bags of pellets on top of the sawdust and it worked fine. Stall cleaning seems easier since the urine spots seem easier to spot and stay more contained in swollen pellet patches. Once the urine patches dried outside they seem reusable actually. The odor went away and they just look like fresh sawdust. I am tempted to toss them back in the stall but i wont.