It's hard to tell from images available online, but it may have been anthracite or bituminous coal, which are both surprisingly hard - more like a brittle rock than, say, the charcoal you'd use in a BBQ.
True, this article claims it was varnished but I don't see any evidence for the claim. Regardless, it was a silly stunt but did show his allegiance clearly.
Apparently anthracite is even sometimes used as a gemstone. I've certainly seen ornaments carved out of it.
I'm don't really see an issue if he did, but it isn't hard to find a good solid sample of coal where all the dust has been brushed off. NSW mines a lot of coal and covers the spectrum of different coal grades.