Should have saved this one for April 1st, mate!
If you’re serious, the cone is removed once the pellets are in place but before you cast out.
The best way is to compress the pellets really hard in the cone and then thread a gate latch baiting needle through it from the wide end. Attach the hooklength to the baiting needle and pull it through the cone. Then connect the hooklength to your quick release swivel/bead before removing the cone from the pellets and sliding it over the hook.
The end result is a cone of compressed pellets on the hook length.
Hope you haven’t been throwing expensive Guru pellet cones into the water!