Just a silly question here, have you contacted Phil or one of the other folks at Outside Matters to see if they can do anything to help ease the pain? Maybe some free coal or take this coal and give you better coal. I'm a big believer in letting the source of your issue solve the problem before taking it to an open forum such as this, if you already have tried to resolve this with them and could not I humbly retract my statement!
Since you can't screen out the rocks, then I would suggest building a 4'X4' or so frame with a finer screen than the coal and sort through it as Snowman suggested, at the least you will find most of them and end up with coal with no dirt or fines.
Best wishes for a solution to your issue, not a fun situation.