"Do your neighbours object to coal burning, or is it commonly used in your area?"

No, they burn coal too! However I used to live in a major city in the UK that was classed as a Smokeless Zone this meant no open fires unless you were burning a special (read expensive) low smoke coal-like fuel. These zones came about from the era when lots of people burnt coal in densely populated areas and smog became an issue.

However even regular coal will burn relatively clean once the fire is established, it is only when you feed the fire with fresh coal that the smoke levels rise again temporarily.