Not sure about Welsh coal on a model engine. Welsh steam coal has some strange burning characteristics, in the the coal, on heating, swells first, forming a sort of spongy mass as the volatiles are released, before really burning.
This might not be the best state of affairs for a small engine, fine on a grate designed with welsh coal in mind.
Personally, I'd suggest using a hard coal, Yorkshire cobble. No idea what equivalent you'd fine in the USA, but you need something with high heat content, and as low an ash content as possible, with also al little tendency to form clinker as you can find.