You do not need to leave the pellets in the cage at all times.
They may actually be the source of the additional fiber since most pellets are grain based and contain fillers.
Some folks leave a few pellets in the cage during the day in case their gliders wake up looking for something to eat. My gliders NEVER get up looking for food during the daytime so I do not leave anything in the cage.
The Original HPW and a wide variety of fruits and vegetables will meet your gliders' nutritional needs.