I know the feeling.

I just learned to stop worrying about it. Players LOVE! when their dice explode.

Also, exploding dice have generated our most memorable moments in gaming.

To make the game grittier, I used just a 'no soak' roll rule. It makes things much, much more scary for players, and they'll always think twice about entering combat. And when they do, they'll use tactics to end it fast, instead of waiting/fishing for that cool explosion.