My Goodness you use alot of heat !! I have a 3,500 sq ft. log home with 24 ft cathedrail ceilings, 2 full floors with a full heated basement, ( not the ideal setup for heating efficiently) and I don't use even half of what you use. I also live on top of a mountain in a "windzone." I would ditch the whole heating system you have, sell the pellet stove ( which usually brings some good resale $$ ) and get myself a coal boiler before next years heating season.
I used 5 tons of coal last year but I burn bituminous (soft) coal, So @ 50+- a ton I heated my house with just one ton of the pellets. Of course Anthracite is going to cost more but still.... I would also try and find out why you used so many BTU's is your house pretty tight or is is really drafty? I would atleast, at a very minimum buy a coal stove like a Harman Mark III or something and put that joker in the basement and let er rip !! Even if you had to use soft coal or God forbid, wood !!! Anything to lower that bill.
Keep posting here and these guys will help you out for sure. Most of us that have coal stokers/boilers were in the same boat and sick of paying a fortune just to stay warm.