Now it starts to get more complicated because Steve is right to say more air will make the gasses burn more furiously. But it will only do that with a really hot fire or with the light covering of coal before shake down. With a heavy load of cold coal the fire cools off, draft drops, and with the air wide open the hot coal underneath begins to generate gas in the new coal rapidly, most of which will be blown out the chimney and does not burn until enough heat reaches the top of the load. Possible boom time. If you go outside that is the time you get a sulfur smell.
With a hot fire and a few smaller loads what Steve recommends will work well also because the heat is so intense. Here again use judgement. The load of coal should be proportionate to the heat of the fire to avoid gas build up. I do prefer to generate the gas more slowly and balance the air to match.
There are stoves like the Godin, Jotul 507, Warm Morning, and many antique stoves that have a very deep firebox that is relatively narrow. Common practice is to rev up the fire and pile coal to the top and close it up for a long burn. It can take a long time to get any blue flame to the top of the load, yet they don't seem to bang very much. They will puff frequently though if you open the top, even after an hour. Space above the fire is small so most gas gets exhausted and it tends to get generated slowly.
In your situation when you get a blue flame and after 5 minutes it goes out try a little more air and a little less air to see what happens. Does it come back if you crack the door? If so is it because it is getting more air over the fire or less air through the coal bed because of the open door? A big wide fire box like your stove has tends to be happier with a hotter fire than a stove with a more compact fire box.
Another thermometer on your smoke pipe is also handy to judge what is happening.
