I ran into issues with the initial setup of my Traeger on the WiFi. My issue was the band the grill used to connect to the router. When my phone was connected to the main network (which is 5Ghz) during setup the grill would not connect and setup. When my phone was connected to my guest network during setup it worked.
The issue is that the network connection with the Traeger grills can only connect to 2.4Ghz. My main network is “smart” and selects the best band (2.4 or 5 GHz) for each device connecting to it, not taking into account whether the device can actually communicate over the band or not.
If you have a mesh network in your home then you may have the same issue I did.