After 4 years here, I still hadn't found any local who could tell me what they are called. Some hardly knew what I was describing, which seemed odd to me. I'd been given answers such as "sleet", "angel poo", "snow BBs", and "What? Oh those. No idea. It's a kind of snow."
I finally solved the mystery online. I found a chart on SnowCrystals.com showing the various kinds of snow flakes, and good descriptions of how each forms. (Click the thumbnail to see the chart.)
My "snow pellets" are apparently called graupel, and form when a regular snowflake gets "rimed", as described by Kenneth G. Libbrecht of Caltech.
Clouds are made of countless water droplets, and sometimes these droplets collide with and stick to snow crystals. The frozen droplets are called rime. All the different types of snow crystals can be found decorated with rime. When the coverage is especially heavy, so that the assembly looks like a tiny snowball, the result is called graupel.