It should burn with all the side products of most artificial carbon chains (aromatics and poisonous carbon oxides). Those aren't hard to deal with, but don't expect it to burn cleanly.
It should also be hard to burn. It will probably require some water vapor to burn at all, and do it slowly.
I'm not sure I understand how you arrived at your first point. It seems to me that at a suitable temperature and oxygen content atmosphere, it should burn about as clean as natural gas. Why would you expect otherwise?
I also do not understand your second point. Surely, it is oxygen that is the missing ingredient in the burn rather than water vapor. What does water vapor provide to increase the rate of combustion?
About the first point, you are expecting total combustion of a solid. That is hard to achieve. By your theory coal should also burn cleanly, and it evidently doesn't.
With enough temperature and a high oxygen pressure, graphene will burn cleanly. But also will your furnace, and my bet is that both will do so at roughly the same temperature and pressure.
About the second point, oxygen does not react well with graphite because it's entire surface does not let its electrons go very easily. Graphene has similar properties. Water does catalyze the burning of graphite, it may very well do that to graphene too.
Coal has lots of other stuff mixed in to carbon: notably sulfur, and up to 10% of non-burning minerals (ash), often containing significant amounts of radioactive uranium and thorium.
Pure carbon (as in graphene) should burn much more cleanly, provided abundant oxygen.
It should also be hard to burn. It will probably require some water vapor to burn at all, and do it slowly.