Yes, I've used bituminous lump coal, anthracite stove, nut and buckwheat sizes in my Clayton and I have a stoker too. Check out some of my posts. Slow Blue Dancing with Red Dresses Ladies in a Clayton, and Clayton Furnace with Dual Reading Stokers. This should be some interesting and informative reading for you and give you some hope that your Clayton can burn like a Professional.
What I burn really depends on what time of year, how cold it is, how long I'm going to be away from tending the stove and the price of the fuel. I never turn down good hard wood either. The smaller bituminous coal did fine. Bituminous coal fuses altogether anyway, so it's all the procedure of burning the particular type of fuel at the time.
Feel free to ask me any questions you may have regarding a Clayton. I'll be happy to answer them. I love my Clayton and think it is still the best furnace made out there.