I shot Pyrodex Pellets for several seasons when I first got an inline, but after 2 different occasions with bad pellets I went back to Loose Powder. While pellets may seem like they are easier to use than loose, that really is not all that true. Loose is just not that difficult to use.
Having said that. If I recall correctly someone had a graph that showed that cracked pellets can cause a Pressure spike when fired. Is this a dangerous situation, I'm not sure but I would not expect good groups with them. Same as if the pellets draw any moisture, they just will not shoot good.
First thing to know about Pyrodex Pellets is that they are treated on one end with a small amount of Black powder (slightly darker in color) to make ignition consistent. That treated end goes down the bore first, same with the next pellet. There is a Pipe Cleaner packed in the box with them and it is for handling the pellets, stick it in the pellets and then put them in the bore, speed-loader, etc. The Pellets should be packed so that the treated end of the pellet is down or to the bottom of the box. On a couple occasions I found a top pellet (Packed 2 deep in the 50-50 box) was upside down. So I would recommend that you use the pipe cleaner and check each stack of 2 and look for the treated end down as well as any visible cracks and then put them back.
When you load the rifle, drop 2 pellets and then start the bullet/sabot and use the ramrod to push them down till they hit the pellets, you will feel them stop. At that point I would recommend that you put a witness mark of some sort on the rod at the muzzle. Then you know where a load normally sits on the pellets. If it should go down a little more on another charge, that may well indicate that one cracked. You Do Not need to compress a Pellet load with Pyrodex or 777 Pellets. Loose Powder shots better if you compress the charge a bit. Once you start loading you will get the "Feel" for when the sabot stops on the pellets. You don't need to be afraid of cracking them so don't try to be too easy with them but don't get heavy handed either. Just shove the sabot down and you will feel them stop on the pellets so stop pushing. It is not really something to be too worried about.
My nephew has one of the older CVA Wolf rifles that needs the tool to remove the plug. He shoots 2 777 50 gn pellets under a black crush rib sabot and a Hornady .452 (45cal) 300 grain XTP. The rifle loves that load and he has taken several deer from 50 to 175 yards with it. They are a nice rifle and should serve you well as long as you take care of it. Just remember that you will need to swab between shots with one "slightly" dampened patch (both sides) and one dry patch (both sides) in-between shots to remove the crud ring.
One other thing I would recommend is that when you are finished shooting for the season and if you plan to save the pellets for several months till you shoot again, I would vacuum pack the remainder of the box. Those Boxes are not sealed, so if you have a vacuum packer put the box in a bag and vacuum seal it to prevent any moisture getting to them till next time you shoot.