Recent experiments at ASDEX Upgrade demonstrate the compatibility of ELM mitigation by magnetic perturbations with efficient particle fuelling by inboard pellet injection. ELM mitigation persists in a high-density, high-collisionality regime even with the strongest applied pellet perturbations. Pellets injected into mitigation phases trigger no type-I ELM-like events unlike when launched into unmitigated type-I ELMy plasmas. Furthermore, the absence of ELMs results in improved fuelling efficiency and persistent density build-up. Pellet injection is helpful to access the ELM-mitigation regime by raising the edge density beyond the required threshold level, mostly eliminating the need for strong gas puff. Finally, strong pellet fuelling can be applied to access high densities beyond the density limit encountered with pure gas puffing. Core densities of up to 1.6 times the Greenwald density have been reached while maintaining ELM mitigation. No upper density limit for the ELM-mitigated regime has been encountered so far; limitations were set solely by technical restrictions of the pellet launcher. Reliable and reproducible operation at line-averaged densities from 0.75 up to 1.5 times the Greenwald density is demonstrated using pellets. However, in this density range there is no indication of the positive confinement dependence on density implied by the ITERH98P(y,2) scaling.