Preheat the pellet grill to 250°F. Lightly oil a skillet with the olive oil and warm it over medium heat. Add the onion and green bell pepper, then cook for 4 to 5 minutes until softened. Stir in the garlic and cook for 30 seconds. Set the vegetables aside to cool.
In a large bowl, combine the ground beef, diced andouille, breadcrumbs, egg, milk, cooled vegetables, parsley, Cajun seasoning, salt, black pepper, and Worcestershire sauce. Mix gently with your hands just until combined. Avoid packing the mixture tightly, which can make the meatloaf dense.
Shape the mixture into a loaf on a shallow foil-lined grill pan or in a grill-safe pan. Leave space around the loaf so smoke can circulate. Place it on the pellet grill and cook until the center reaches 150°F, about 1 1/2 to 2 hours.
While the meatloaf smokes, stir together the crushed tomatoes, tomato paste, apple cider vinegar, and hot sauce in a small saucepan. Bring the sauce to a gentle simmer over medium-low heat. Cook for 10 minutes, stirring occasionally, then remove it from the heat.
Brush about half of the Creole tomato sauce over the meatloaf when the center reaches 150°F. Continue cooking until the center reaches 160°F, checking with an instant-read thermometer.
Transfer the meatloaf to a cutting board and let it rest for 10 minutes before slicing. Serve with the remaining Creole tomato sauce.