How far away is the thermostat??, how much do you change it for temperature?
The stove can only produce so much heat to satisfy the thermostat, if you set it at 72 degrees and it's 25 feet away, it might be 75 at the stove, but 68 at the thermostat, it will keep feeding and feeding and if it doesn't reach 72 and stay there to back the stove down, it will continue until it reaches 99 feed rate and just keep feeding the stove, if it nevers reaches the setpoint, your stove runs out of coal.
You either have to get it closer or move the heat better to the thermostat, or lower it by a degree or two so it can satisfy it easier. Especially if you have a fan blowing on it or around it, it may keep it cooler than it needs to be..
There isa HLF (Heat loss factor) in the advanced menu depending on your home and heat loss. It defaults to Zero, but you can change it to 1 to see if it responds any faster.
I would move the thermostat or lower the temp to see if it will satisfy it first and back the stove down, then start tweaking other things from there. Make sure you feed screw is max on the stove too.