GMG says vacuum out the fire box every 2-3 bags of pellets. I do it every time because I line the drip tray with foil and since I have it apart, might as well use my sweet little DeWalt cordless vacuum.
I have noticed a big difference in the amount of ash left between pellet brands. I tried Traeger and Pit Boss before settling on Lumberjack. The latter produces much less ash and more smoke flavor that the other two.