So from what you have said so far........
The pellet boiler is hot all the time 24/7
It also keeps the oil boiler hot enough to not fire
Your baseboards occasionally get warm even when there is no call for heat from the wall thermostat
You're going through a bag of pellets per day just maintaining water temperature.
From those things I can tell you the following facts, beyond them I don't know and can't tell from here.
*A bag of pellets = about 330,000btu or about 2-1/4 gallons of oil.
*That is a lot of heat going somewhere
*You need to get your installer back there and have him figure out what is going on
*Leaving it the way it is might wind up costing you more than burning oil.
*Heat coming out of the baseboard means that there is hot water flowing through them
* I have a hunch the pellet boiler circulator is creating unwanted flow in the rest of the system somewhere and somehow.
That's about all I can do for you unless you want to pay mileage charges from Michigan
Wish I could put my finger on it but I can't tell how exactly the installer set it up to work.