Diagnosis
If the control panel is on but the auger makes zero attempt to move, you're likely looking at a failed auger motor or a blown fuse on the control board.
How to Fix It
First, check the fuse. Unplug the grill. The fuse holder is usually a small, clear plastic cylinder near where the power cord enters the control box. Pop it open and inspect the fuse. If it's blown, replace it with an identical 15-amp automotive-style blade fuse.
If That Didn't Work
With the grill unplugged, you can try to manually turn the auger by reaching into the hopper with a long, sturdy tool. If it's completely seized (not just jammed with a pellet), the motor is probably dead. If it turns freely by hand, the motor might have failed electrically.
Heads Up
A jam severe enough to stop the auger can also blow the fuse as the motor stalls. Always clear a jam before replacing a fuse, or you'll just blow the new one immediately.