To the best of my knowledge, TEM image can only be recorded at TEM grid. Since it work on the principle of transmission of light (electron beam). The light should pass through the sample. TEM grid has net like structure and a fine layer of material covered over it to take images.
The TEM requires the sample to be electron transparent and for this the thickness of the sample should be very small (roughly 100nm or less, depends upon the material). This can be understood in analogy with the optical microscope. In this case the specimen should be light transparent (if not then semi transparent) so that the contours can be seen.
I found these articles on the web which can help you in sample preparation for TEM:
May I ask how you prepared the pellet? If you made pellet by pressing the powder, then for TEM sample you can just use the same powder and disperse it in suitable solvent (water, ethanol, where it doesnt dissolve) and then it is possible to take a drop of that and put it on grid. The dispersed material in solvent stays like thin film on grid and TEM can be done. Just you have to be cautious while doing that beam doesnt break this film!!
I used above way while taking TEM for ZrO2 powder material.
The material to be characterized by TEM should be electron transparent. It is done by advanced and modern TEM sample preparation techniques. We prepare the pellet samples for Transmission Electron Microscopic studies as follows:
1. Firstly by cut the 3mm circular disc of specimen with the help of Gatan ultrasonic disc cutter.
2. Then the cut sample is mounted onto hand polishing fixture with both the depth and the flatness of the specimen can be controlled by a dial which can advance or pull back the specimen inside the fixture housing. This process is called grinding. By grinding the sample is thinned up to 80 μm.
3. After this the specimen is set for dimpling through Dimple Grinder (Gatan), in which sample is thinned up to 20μm.
4. After the dimpling the sample is subjected to ion milling (Gatan-PIPS) equipped with two argon ion guns kept at ±3°, operating at 3KV, in which energetic ions Ar+ bombarded onto the upper and bottom side of the specimen. Due to bombardment sputtering takes place and the material from the surface get etched. Ion-milling is done until the material become electron transparent. The step wise mechanism is shown in figure.1
Figure1: Step wise methods for TEM sample preparation.