I tried putting the fines in a paper bag, I tried a grocery bag and several smaller sizes. I rolled the paper tight and set it on top of a hot coal fire. Almost every time I ended up with a solid lump of coal, burning only at the edges. I had to make air passageways in the lump with a poker to get it to burn.
It seems that you can't get enough air through the fines to get them to burn well. They act like a blanket and block air flow.
Maybe if you could dampen them, and pack them in an icecube tray, freeze them to keep them solid, and drop them into the stove while still solid. Seems like a lot of work for a bucket or two of fines..
Take care, Greg L