That's pretty much how it's done. I have installation drawings from Will-Burt that show it this way, aside from using castable refractory cement rather than firebrick.
I used firebrick and refractory cement when I did my install and it worked out well. If I did it again I'd use the castable refractory because cutting and fitting the bricks was a royal PITA and a huge mess. It's just hard to find castable refractory and the firebricks were on sale at the local home center at the time.
The only reason that this installation method was developed is due to the nature of the stoker installs - i.e. converting hand-fed boilers and furnaces. Since the stoker had to go in through the ash pit, there was no place for an ash can underneath the unit. Due to the fortuitous quality of bituminous coal ash fusing relatively easily, it was possible to just let the ash accumulate, fuse into a clinker, and remove it through the firedoor.
Otherwise, for a "new design" stoker boiler, one could use something like the Prill rotating ring retort and set it up like all the other anthracite burning units and just have the ash fall into the can. I assume there would be a bit of carbon carryover into the ash with this type of stoker compared to the clinkering style, but unless it was a large (>15~20%) amount, the benefit of not having to let the fire cool, dig around for a red hot clinker and haul it out with tongs twice a day would outweigh the carbon loss.