weather resistant white glue, mixed 50/50 with tap water and a couple of drops of liquid dishwashing soap. Just pout the mixture over the coal. It will dry clear and keep the coal in place. That is what I did on my HO coal drag. You can't see the glue when it dries.
I too use the white glue method. The glue I use comes from WalMart, but I'm sure it's available from others. It's ECOGLUE, which is a "water resistant" glue. It does dry clear and holds my coal loads very nicely (even during a recent derail!). I don't know how well it holds up to the elements as my cars are not left outside. It's a great product. When you get it, the hole is very small which is great for small details, so what I've done is kept a spout from an empty and drilled it out to get a larger amount out.
It's has a website listed on the packaging www.eclecticproducts.com
PRODUCT CHARACTERISTICS & BENEFITS
Water resistant 100%, after completely cured Abrasion resistant Great for bonding object subject to wear Paintable Paint to match surrounding area or make UV resistant Sandable Once cured Washer/Dryer safe Safe for use on clothing and shoes. Do not dry clean. PROPERTIES OF UNCURED MATERIAL
Color White VOC
I use ordinary multi-purpose glue from the local hardware store - e.g. Duco cement. I spread a liberal coating on the base (the flat part holding my fake coal load in the top of the hopper,) and pile lots of real coal pieces on top. Let it set for an hour or two, shake off the extra that din't reach the glue, and repeat one or two times. The result is natural looking coal.
Obviously you need to do this in a controlled environment - a large kitchen bowl is a good place to put everything.
I used Sobo craft glue (diluted 50/50 with water and a drop of dish soap as described above, plus I wet down the coal with isopropyl alcohol before applying the glue) to do the tender coal load for my live steam K-27. As a finishing touch, I dumped the leftover coal dust over the top of the coal load after the glue was dry, then shook it off. That gives the load a naturally realistic dirty texture that hides any sheen from the glue. My coal load hides the butane tank and the R/C gear so it must be lifted out for access every time I run the engine, and so far it has stood up to a couple years worth of handling in all kinds of weather.