Well I just reloaded, and tried banking the fire, this time side-to-side, instead of front to back. Looks like I've got a winner now!
I've also been introducing some secondary air, which on this stove was designed to feed air to the catalytic converter when burning wood. This seems to be doing a good job burning off the volatiles, and tempering the smell outside.
One concern I have though, is I noticed just how much soot this stuff makes. I have an unlined 8"x8" chimney, which goes up through the center of the house. It's in good shape, and doesn't have any leaks, and I know with anthracite, I don't have to worry about a chimney fire.
Is a chimney fire a concern when burning bit? The house is build with the floor joists right up against the chimney, so a chimney fire would likely be disastrous.