Not that coal dust might not have been used at some point, but I
wonder how a dust could be injected into a cylinder of compressed air?
A liquid seems more ideally matched to the technical requirement.

In the mid 80s, power companies were toying with the idea of power
stations fueled by a coat-oil slurry. Somewhere around here I have a
short paper on the engineering of it. There was also a brief interest
in reviving oil-fired steam locomotives to replace diesels, and the
fuel being discussed was a coal-oil slurry. I think it was BMW during
WW2 which actually built and flew some coal-slurry engines (for the
Me264, if memory serves).

If Rudolf Diesel had mixed coal dust with vegetable oil ...