Thanks for your reply.
I set the particle density to 1100 kg/m3 and diameter as 0.02 m in the MPM setup window as per the video. In the standard Fluent Materials section, "aluminium" is set as the material for "Solid" and I change the density to 1100 kg/m3 as per the video. The material "anthracite" is set as the material for "Inert Particle" and I change the density there to 1100 kg/m3 as per the video.
It did seem strange that I should have to change the density in multiple places to the density of the particle. Is there anything that I am doing incorrectly?