A good alternative to coal would be lard oil. When preheated, it burns in an Argand lamp like whale oil. Rapeseed oil from wild cabbage was also supposed to work well in lighthouses.
Maybe a coal or oil powered light could use a Peltier thermoelectric diode instead of a steam turbine or piston steam engine. Easier to do on a small scale, and turbines don’t actually scale well to small size and power. I don’t see in Wikipedia about their being used to generate electricity, but they are efficient enough that they must be reversible.