I always dry hop in the keg using surescreens at the end of the dip tube. I used to not use pellet hops because they clogged the screen but as time went on, I discovered that I could get away with using pellets as long as I had at least two ounces of whole hops in the keg with them. I rack from the primary fermenter onto the dry hops in the keg and let them sit at ambient for two weeks before I chill. I haven't done any spurments of frigerating them right away, It's just what I do and it works for me,