We used them to film an episode of an American reality show a couple of years back - I think it was called the 'Amazing Race' where teams compete to knock each other out over tasks in different countries around the world. We don't get to see it over here except on youtube - apparently the Brits can't afford it!
They are more a pyrotechnic flash rather than an explosion. They come as a self adhesive thin metal disc with the sensitive flash powder under a thin plastic cover. they have to be stuck to the inside of the clay individually - so a bit tedious when you have to do 1000 of them. We also used black powder cartridges - so lots of flash and flame from everywhere. Unfortunately when we priced the job we didn't know what it was for otherwise I would be a rich man now!
John