Aye. If you have time for a small How to.. on that it would be very useful.
Of course!
It's ridiculously easy in fact (or "exceedingly simply" as Dr. Finkelstein would have put it):
1) Buy stuff:
Buy some "clump foilage":

Buy some small balls/beads/paintballgun pellets.
2) Pin & Glue Stuff:
First I pin some wires into the place where I want the explosion in different directions. This will form sort of a skeleton for the explosion. I smear the wires with glue. Then I "spear" the clump foilage on the wire in the form I want the explosion to have.
At the "center" of the explosion I add some pellets/beads to form ongoing burning/expanding/whatever explosion. You could always skip this part if you want to make a smoke plume or just a less violent explosion.
3) Soaking and painting:
I then soak the entire explosion with black paint, that's a bit dilluted. I place the construction on a hot element afterwards to speed up the process.
When it's totally dry the foilage has become hard and will paint up easily. I just use white for the smoke and blend it a bit with the black.
Add some red/orange/yellow flares to the balls/beads/pellets and a bit to the smoke cloud where the actual burning is going on.
Done.
It may sound like work, but it really isn't. The hardest part - by far - is soaking the thing with the black undercoat. You could use spray, but I don't as I often apply it to models that are already painted.
Also if you use spray I don't think it will be as rockhard when it's done. And may even fall apart... so I use paint. Not spray.