In a coal liquefaction process including recycle to the liquefaction zone of a product slurry containing mineral residue, the minimum slurry recycle rate is determined by a pumpability constraint on the solids level of the slurry contained in the feed coal mixing vessel. If the solids level in the feed coal mixing vessel rises above the constraint level, the slurry recycle rate must increase. For coals which generate a high mineral residue content, adequate dilution of the slurry in the feed coal mixing vessel requires the slurry recycle rate to rise to an economically impracticable level. To avoid a high recycle rate the catalytic advantage of recycle solids is increased by reducing the median diameter of the particles in the recycle slurry stream by passing a portion of the product slurry through a hydroclone to produce a second recycle slurry comprising hydroclone overflow. The process employs a plurality of feed coals, one of which upon dissolution generates smaller and more catalytically active particles of mineral residue than the other. The hydroclone overflow stream selectively concentrates in the recycle slurry the smaller mineral residue particles generated from said feed coal.