One exemplary embodiment can be a process for making a catalyst including an effective amount of iron for catalyzing one or more reactions in a hydrocarbon conversion system. The process can include grinding and coating the particles. The ground particles can have an effective amount of iron, and substantially all the particles may have a maximum dimension no larger than about 130 microns. The coating can have an effective amount of one or more hydrocarbons to provide the catalyst with improved flowability.