Question: Is it possible to burn wood pellets with coal in a coal stove? Are there any dangers associated with doing this? Answer: As per :Luther, it won't work well. The pellets will burn up within a few minutes and turn to ash which will mess up the proper burning of the coal. You could even have dangerous buildups of either wood or coal gas and delayed ignition of the gases due to the improper mixture. However, if you try it and get different results, let us know.