For what it's worth, the novelty of collecting and processing firewood wore off long ago for me.
I would have thought that the capital cost of a pellet stove would not be cost effective to heat two rooms.  I don't know the running costs but they are probably similar to buying logs (and a good store of pellets will take up a lot of room.)
Have you considered the modern paraffin inverter stoves ?  Very clean and efficient and can be moved from room to room.  They have timer controls etc.  About 200 euros to buy.  The clean paraffin isn't cheap (about 2 euros/litre) but very good for a quick warm up.  We have two and one is enough to heat a 45sqm room.  Have a look here :-
http://www.leroymerlin.es/productos/calefaccion/estufas_de_gas_y_parafina/estufas_de_parafina.html