Here's a very interesting patent from VC on secondary combustion, incliding a retrofit device - mostly for wood stoves, but might be the same concept for coal.
http://www.freepatentsonline.com/4646712.pdfIt appears that due to simplicity and space, most stoves achieve primary burn and heat exchange in the same place, but it's inefficient, because your cooling the very space you want to keep hot. But wnen you try to separate them, stoves get complicated, big, costly, harder to service, etc.
Steinke