Pellet substrates configured for use with a vapor delivery device to vaporize and deliver an aerosol to a user include a semi-porous base material formed of activated alumina pellets, activated carbon pellets, hulled millet grains that have a generally rounded shape or cellulose paper that has a generally disc shape. The pellet substrates are formed by mixing the base material with a liquid solution of an aerosol former and at least one of a tobacco extract mixture and a tobacco powder blend until the liquid solution is absorbed onto the exposed surfaces of the base material with or without drying by applying heat. The base material may be coated with a liquid hydrocolloid gum solution, namely a water soluble gum, such as sodium carboxymethyl cellulose, and distilled water to reduce fracturing, cracking, chipping and dusting of the pellet substrates.