We played a bit more with explosives in our last session, and I would like to report that rolling LUCKY for routine use of explosives is really unsatisfying. In our context, the Commando was mouse-holing along a street to get around a machine-gun nest, and rolled poorly on lucky, taking a stress (over his grit) and wounds. He was forced to take the 'flee' action, which was a rather ignominious departing move for the platoon's most gung-ho member.
I think what made it unsatisfying is that all other weapons work as designed without a roll, and it seems like explosives should as well. I would propose the following, or some variant of it:
If explosives are part of your load-out: It works as designed. If you are trying to do something fancy, roll TACTICS. On a 10+, pick 3, on a 7--9, pick 1, on a miss, the MC will offer you a hard choice or a worse outcome. Options: Inflicts grievous harm; Is perfectly timed; Is perfectly placed.
If explosives are NOT part of your load-out: roll LUCKY. On a 10+, pick 2, on a 7--9, pick 1, on a miss, it does not work as planned an the MC will make a hard move. Options: as above, plus: It works as designed.
Explosives could be added to a character via a move: Explosives-trained. You have been trained in the manufacture and use of explosives. Add explosives to your loadout.