How do you light the stuff? I toured a coal mine once, and brought some home, and even with a blowtorch I could not get it to ignite - it just popped little pieces off with some sparks.
It needs a lot of heat and air to get anthracite going. We'd start a fire with wood, get some wood coals built up and then add the coal. It was important to close the door quickly on coal stove as the coaldust is explosive and we once cracked the glass on our stove. There was an electric draft fan on the coal stove we had, I don't know if this is needed or makes it easier to burn.