Make sure you do the following:
Place your furnaces away from any other blocks, except the one it sits on. There's a bug that makes your furnace eat stuff if it's next to other blocks, it's a bug in the way the game re-positions furnaces (turns them around)
Once you put your coal and smelting items in, close the furnace screen, smelting won't work while you're watching.
Don't check it too often as it's possible a servercheck bug can delete your stuff.
Once the flames go out you should be able to grab your stuff.