Here we compare the ignition and burnout parameters of lignite, bituminous coal, and anthracite particles, as well as slurry droplets. We also study the fire hazard of traditional fossil fuels and promising fuel types (coal-water slurry, coal processing waste, and waste-derived slurry). The micro-explosion of multi-component droplets is considered in terms of safety at an energy enterprise, i.e., under the actual furnace conditions. Dimensionless integral fire hazard indexes of fuels are calculated and compared with those of lignite as the most reactive fuel. Coal processing wastes are found to be the safest. The relative fire hazard indexes of bituminous coal particles and coal-water slurry are comparable. Adding used turbine oil to the waste-derived fuel mixture makes it more fire-hazardous. Finally, we explore the micro-explosive dispersion of waste-derived slurry droplets before and during combustion in terms of the risk of their spontaneous ignition.