I have a rudimentary sifter but only use it when I know there pieces worth while in the mix like a shut down or someone else shook the stove and dumped allot. It's just a bucket with the same hardware cloth/sturdy mess that NoSmoke was talking about soldered to the bottom. After I've filled a pail with these coke pieces, I use them over again in either stove. They burn well and hot.
Emory has a coal ash sifter that is quite cool. It's got a crank handle that turns a vessel similar to a little cement mixer in looks and as it tumbles the ash sifts out and you are left with the pieces. He says that he saves a good 15% or 20 % with it.