Remember, anthracite required under fire air only. DO NOT leave a top vent open at all.
Once burning, you absolutely DO crack the secondary air over the fire to allow coal gas to ignite. Many times the fire will consume all oxygen coming up through the fire bed preventing the ignition of coal gas formed. The gas is expelled as fresh coal heats, and the flames from it adds to the BTU output of the stove.
If you don't, you're allowing coal gas into the atmosphere, allowing a very flammable gas to fill the stove and chimney, and opening the door can result in an explosion. This is a violet lighting off of gasses, with more bark than bite, unless the stove pipe is not secured. You should always allow one spot of the fire a little thin on top like a well that has an open flame. This acts as a pilot light to ignite coal gas as it develops. If you cover a hot fire too deeply with no small spot to burn through, it lights violently. Most coal stoves will have an upper air adjustment called secondary air inlet. European stoves do not use solid glass, instead they have separate panels that grow in length more than width to allow air leakage between the panels right through the glass. Other stoves will have slots in the grate behind the glass / door to allow oxygen to the top of the fire. (Hitzer, Gibralter styles) it doesn't take much, but you never run the secondary closed. Some are built when closed to have a metered leak, not sure if all newer stoves have that safety. I can tell you Fisher Coal Bear can be closed tightly.
Cook stoves use the secondary inlet OPEN partially over night to slow draft through the fire bed, extending the burn time with smaller firebox.
Once you learn how the stove reacts, you'll find every pound of the same coal has the same BTU content, no matter the size, but the larger the pieces, the more air gets between them to burn faster. So colder nights you want all large pieces. Warm days when you don't need much of a fire, the "fines" from the bottom of bin are used to slow the air coming through the coal even more. So the smaller the pieces, the less air between them and the slower it will burn.
For more coal burning info;
http://nepacrossroads.com/
This thread will ease your concerns over minor explosions as well as answer over-fire air questions;
http://nepacrossroads.com/about2130.html