As far as I know, "they" don't do any of that with coal. They buy high quality anthracite and bit coke (in varrying ratio's according to current market price etc.) and blend it with the clay binder and hardwood charcoal. The coal is for the long burn, the clay is to keep it together and give it enough ash to keep the fuel bed insulated (allows sustained combustion in absence of strong draft) and the hardwood charcoal is for "flavor", to be able to call it "charcoal" and to allow sustained combustion in low draft conditions - low density carbon is better at this than the anthracite. By the time the lighter fuel burns off and the charcoal ashes over there's not any real odor from the coal regardless.