Anything that isn't easily digestible (such as wood) can build up in the intestines, cause a blockage and can be deadly. My friend's kitten almost died from chewing on and swallowing small pieces of her child's play mat. Surgery saved his life.
I don't know much about coal but I believe it contains poisons such as mercury and arsenic. That would worry me even more than the wood. Definitely something you do not want them to continue consuming.
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