We must have burned different types of coal.
'Never had a dust issue, and loaded the stove by hand. No indication of a coating, the coal just looked and felt like shiny black stones.
After burning, the individual lumps of coal got smaller, turned a red-brick color, and eventually disappeared into the ash previously left by wood.
Burning wood was cheaper, and didn't need the ample heat that was offered by bituminous coal. Last I recall, "soft" coal is becoming unavailable.