I have with my Vogelzang Pot Bellied stove and it works, and works well. It really produces a lot of heat.
I typically use Stove Coal only because I get incredibly long burn times, and because my house is tight insulation wise, the stove coal keeps the temps from being over 90 degrees to a more comfortable 80-85 degrees!
If you have some pea coal, or know of a cheap source of pea coal and have a pot bellied stove, I would not hesitate to use/buy it. But if I had to buy coal at regular prices, I would use stove coal.