Is it actually soot? That is, is it black and oily? If so, it sounds as if you are not getting enough combustion air. My experience with pellet units is that they burn very clean and should not see actual soot.
What most people do see is a whitish film on the glass. It happens quite a bit with sealed DV gas units. This is not soot but some sort of build up from impurities (dust) burning and collecting on the glass. This build up is going to happen eventually but typically not noticed much until after a season. All you can do is clean it. Windex won't do it. There is a pruduct I use from Rutland called "White Off". It is a thick liquid applied much like car polish, dry slightly, then buff off. Works great!
it's most likely just ash. mine starts to dirty up after about a week of running. differant pellets and fuels can make it happen faster or slower. how long does it take for the glass to get dirty? most stoves have what they call an "air wash system". this helps keep the glass clean. have you ever had it serviced by a pro? go pick up a cheap degreaser like simple green or something similer. use that , then finish it with glass cleaner.