Since pellet stoves produce most of their heat as convection heat or hot air putting one on an open porch would waste most of the heat. Try to find a radiant wood or gas appliance and vent it properly.

I can only guess the screen porch is used in the mornings and evenings, making the requirement for heat the priority rather than for ambience. If I am correct, look into the PH Series patio and porch infra-red gas heaters from Re-Verber-Ray. These can be obtained at your local gas supplier and installed overhead projecting radient heat down..it heats objects not air. The largest on Lp gas would burn 3 hours steady on 1 gallon of gas. 20 years of installing and servicing RVR products gives it a good track record. Unlike pellet, this is a very low maintenence unit..just don't close in the porch.