DIAGNOSIS That's the sound of the auger motor straining or slipping because it's jammed. A pellet (or a rock that came with a bag of pellets) has gotten lodged in the auger tube, stopping it cold.
FIX 1) UNPLUG THE GRILL. This is critical. 2) Empty the hopper completely. 3) You'll need to manually reverse the jam. Locate the auger motor at the bottom of the hopper. On the end of the motor shaft, there's a hex head. Use a 1/4" drive ratchet or a wrench to turn that hex head COUNTER-CLOCKWISE. This will back the jammed pellet out into the hopper. You may feel significant resistance, then a 'pop' as it frees up. 4) Turn it clockwise a few times to ensure it's clear, then vacuum any debris from the empty hopper.
IF THAT DIDN'T WORK If the auger turns freely by hand but still clicks when powered, the shear pin inside the auger assembly may have broken (it's designed to do this to protect the motor). This requires disassembly to replace. You'll need to remove the hopper and auger tube to access it.
HEADS UP Always pour pellets from the bag into a container first, then into the hopper. This lets you see and feel for foreign objects or broken pellets that can cause jams. Never pour straight from the bag.