My question(s) is/are: What would be the differences in flavor?
Between actual charcoal and leftover ash? No huge differences.
Is it legal to coat cheese in actual ash here in the U.S.?
This is an interesting question because it is not directly answered by the FDA as allowed. For you to use it, you would have to make the claim that it is in the same category as charcoal and its use preceded all of the modern day regs for GRAS and EAFUS. Meaning, it is a position you could take because I didn't see it on the GRAS list, but it has been used in food for many years.
Also, I've been trying to find a decent way to coat cheese with the charcoal ash, does anybody have a good way that doesn't require making a huge mess?
Powdered sugar duster, from a confectionery store. Or tub of it and use gloves, like they do for selles sur cher.
Also for selles sur cher, the color of the charcoal is lighter because of all the salt they have in the mix. That cheese is not salted at all except for the mix they use with the ash. It's a much higher salt amount than normal, IIRC.