Turn on your pellet grill and set it up for indirect heat at 350 degrees
Combine the butter and rosemary in a small dish and place in your smoker. We want the butter to get some smoke, and melt while you're prepping the rolls
Place each of the rolls on a foil lined baking sheet
Using a butter knife, put a small slit in the side of each roll and then stuff with the gouda, colby jack, and lil smoky (optional)
Seal the seam of the roll after stuffing
Remove butter from smoker and brush each of the rolls on top and bottom
Place baking sheet with rolls in the smoker for approximately 20 minutes
After 20 minutes your rolls should be golden brown and ready to eat!