Thaw the bone-in prime rib roast in the refrigerator for 2 to 3 days if frozen. Pat the roast dry with paper towels and trim off any hard fat and silver skin.
Coat the roast evenly with avocado oil as a binder, then season generously with SPG seasoning or your preferred all-purpose rub. Let the roast sit at room temperature for 1 hour to ensure even cooking.
Preheat the Green Mountain Grills Pellet Smoker to 250°F. Place the prime rib directly on the smoker grates and smoke for 2 and a half hours or until the internal temperature reaches 110°F.
Increase the smoker temperature to 325°F and continue cooking until the internal temperature reaches 120-122°F for medium-rare.
While the prime rib smokes, prepare the Au Jus. In a foil pan, combine beef broth, Worcestershire sauce, garlic paste, lemon zest, lemon juice, rosemary, thyme, Dijon mustard, and butter.
Place the foil pan in the smoker and set a wire rack inside the pan. After 30 minutes, whisk the Au Jus to combine.
Once the prime rib has been cooking for an additional hour, begin basting it with the Au Jus every 25 to 30 minutes.
When the internal temperature reaches 120-122°F, remove the prime rib from the smoker and tent it with foil. Let it rest for 20 to 25 minutes to allow the juices to redistribute.
Strain the Au Jus through a fine mesh sieve to remove herbs and solids.
Carve the prime rib by following the bone for clean slices and serve with the strained Au Jus for dipping or drizzling.