In some parts of the United States, especially in Appalachia, coal is abundant and cheap. Anthracite coal is best, since it is much cleaner, though bituminous coal could also be used if necessary.
The Dwarf 3kW Standard, Dwarf 4kW, and Dwarf 5kW are all capable of burning coal when connected to a well-designed flue system. If using another model of small stove, check the manual to ensure that it is designed to burn coal.
If you are sourcing anthracite coal for a small stove, the “nut coal” size is generally best. “Pea coal” will usually fall through the fire grate, and “stove coal” will leave large air spaces in the coal bed.
Coal burns very differently in the stove than wood. Wood fires burn from the top, and benefit from lots of secondary air for an efficient burn. Coal fires burn from the middle, so you should keep the primary air open when burning coal. A coal bed needs to be sufficiently deep to sustain a fire, so you’ll generally want to pile the coal up in the firebox as high as possible. Modifications like a taller coal bar can help to make burning coal easier in a tiny stove.