Hello seaman, welcome to the forum.
If your house is very tight, you will have draft problems.. When you were burning wood, did you have any problems when the clothes dryer was competing for air in the house? Wood fires have a much hotter exhaust, so the chimney is hotter and has more draft, so it may not be a fair comparisson.
The best thing to do with your fines is to use a forked shovel, or pitch fork to separate the chunks of coal from the fines.. burn the chunks of coal. put the fines in paper bags, roll the bags up like small logs and add them to a well established hot fire, they will burn up.
The problem with fines is they will just clog the air passageways.. coal MUST have air flowing around each burning piece of coal. The fines are too tighly packed to allow air flow through them,, so they choke off the air flow, and the fire goes out.
Like Rob suggested, make your fire only with larger pieces.. golf ball and larger only..
Make sure your dryer and bathroom exhaust fans are not competing for air in the house.. open a window in the boiler room or the laudry room to provide 'makeup' air to the house..
Coal fires will NOT survive without a steady airflow through the coal bed.. this is why your fire tends to die when the loading door is open.
I used buckets to load my hand fed boiler.. I'd sift out the fines, load buckets with chunks of coal, open the loading door, toss in buckets of coal [very quickly] then close the door.
I used a steel rod with a bent end, the end about 3-4" [10cm] and used this poker though the ashpan door to poke up through the openings in the grates, creating air passageways.. once the new coal was burning well, THEN I'd shake the ashes down..
Shaking a weak, old fire almost guarantees the fire will go out,, especiall if you have weak draft..
Gauging the draft is MUCH easier if you buy and install a Manometer to measure the draft.. you will be amazed how you will learn to corolate the draft with the health of the fire.. along with a probe or magnetic thermometer on the flue, and you have the instruments to really know what the fire is doing..
This is a possible scenario:
Open the loading door: the manometer shows less draft, then it increases,, but the temperature starts to drop from the fresh air entering the door and flue.. as the temperature drops, the chimney cools, the manometer shows a drop in draft.. you will be able to watch this happen, with instruments,, not by guesswork..
Since I work in an industry where gauges abound,, I like gauges..
So first do the easy stuff, sift out the fines, open a window to confirm make up air is available in your house, keep the loading door closed except for loading quickly.. and if the loading door has an air damper, only open this for about 20-30 minutes after a fresh load of coal, then close it.
OK, that should get you moving in the right direction..
Hope this helps..