Get a real piece of coal and break it up. You can usually find a coal source in the yellow pages. You can also visit a real steam locomotive site and ask for some like I did at Cass.
Or, use aquarium stone, which comes in many colors including black. You can paint other colors with flat black. Only thing is with the stones, they are a little rounded and not jagged like coal is. In all these cases, mix clear water based glue with water and a couple of drops of dish washing liquid. Pour it over the load, then when dry, spray the load with Krylon flat matte or Testors Dulcote.
Here's aquarium stone in a K-28. Next under is a K-27 with real coal.