Lol, kaboom! RIP gumpy!

If you're into the quicksave, quickload, you can do the mine trick. A merc with 0 explosive skill can plant a mine without exploding, but the chance of success is low. With the mine/explosive trick (using TNT), you can raise a merc with exp = 0 to exp = 100 with some patience and save/reload.
From my experience, once a merc has a exp skill > 60, the chance of explosive failure is almost nil.