Diagnosis
Yeah, this one's common and is usually normal operation. The controller runs the convection fan for a set cooldown period to clear out residual heat and smoke from the auger tube.
How to Fix It
Let it do its thing. The fan should run for about 15-20 minutes after you power the grill off from the control panel. Don't unplug it to force it to stop, as that can leave heat in the auger area. Just let the shutdown cycle complete.
If That Didn't Work
If the fan is running for hours or literally never stops, even overnight, then you've got a controller glitch. A hard reset can sometimes fix it: unplug the grill from power, wait 5 minutes, then plug it back in.
Heads Up
If the hard reset doesn't stop a perpetual fan, the control board itself might be faulty. The fan is controlled by a relay on that board that can get stuck closed.