I do in fact make my own .22lr explosive rounds. I use primer powder and flint powder/flint. Checkm out, first couple videos of them being used, then a how to on to make them, then about eight more in action with slow motion. I love them, a little time consuming to make but surely effective! They go off on soft and hard targets
Heres the link to my video-
http://www.youtube.com/watch?v=uqkIiTlpD3w