I am slowly working on a Horseshoe Curve Pennsy photo module as part of my basement layout. I discovered a fun way to make cinders from the real thing. There is an ex Pennsy line near where I live that has banks full of cinders still from the old steam days. I gather plastic bags full of the cinders and sift them through several sizes of screen. I come up with fine cinders,and also larger stuff that works as coke.
I like the fact that the cinders actually came from Pennsy engines,too.