I would not recomend a pellet or wood stove for a shop. I have used wood stoves for years and had a wood stove in my barn/ shop.
Problem was that by the time I got the stove up to temp and start producing enough heat I was done working in the shop. They can take a good hour to start producing enough heat to make a differance and several hours to warm up a work space.
I went to my local HVAC folks and got a cast off oil burner furnace, hot air, for free. The amount of oil used was maybe 1 gallon for 3 hours in winter. The heat was instant on. I didn't have to fuss with lighting fires and getting it going.
I approx 100,000 btu furnace may burn 1 gall an hour run wide open.
I would set the thermostat to keep the shopp at 45 in winter. Makes a big difference from heating up from 20-30 deg.