Is there any research available on turning coal into carbon sheets or?
Well, yes and no. The issue is that in nature, carbon nanotubes are actually found pretty often upon burning hydrocarbons. Coal is no exception! However, the goal is of course to provide a means of making nanotubes/graphene in a systematic way with pre-assigned properties: for research applications you would prefer , say, only nanotubes with a specific diameter. Thats why precise chemical /physical techniques such as chemical vapor deposition or laser ablation are used to grow them. The only research into converting coal into nanotubes that I am aware of right now is by a team from the university of Utah. It was however funded not too long ago, so I am not sure if there are any meaningful results yet. You might want to start your search there!