There is. Powder the coal then blow it in. Same as in power stations and blast furnaces.
AFAIK this has never been done for a loco, but no doubt it could be.
The main drawbacks are that powdered coal is potentially explosive and not easy to handle safely.
Coal burning power plants almost invariably burn powdered coal but this is ground up from lump coal as needed, burnt within seconds and never stored.
Finding space for the coal "mill" on a locomotive would be a challenge, but not insurmountable.
Decades ago there was a serious proposal to build modern steam locomotives, in the USA. The proposal was to burn pulverised coal in a high pressure boiler to turn a steam turbine. This would generate electricity to power electric motors for each axle.
The whole weight of the complex multi vehicle equipage would thus be available for adhesion.
IIRC 5 vehicles were proposed, water tanker, coal "tanker", boiler, turbine and alternator, driving and control vehicle.
Every axle of each vehicle to be motored, total weight in working order over 500 tons, power output 10MW or well over 10,000 HP.
This was discussed in the aftermath of the 1970s Arab oil embargo when oil was scarce and costly. Came to nothing as it was too revolutionary and oil prices soon moderated.