Is there a way to deliberately explode other food than corn kernels? Since popcorn can be tasty, I started to think if other kinds of food could be modified to explode when rapidly heated.

Corn explodes because of the water vapor pressure inside it finally exceeds the level that the hard and mostly moisture-impervious hull can take, causing it to rupture violently.

Is there any edible substance that could be used to coat other small pieces of food (say, pieces of apple) to achieve a similar effect?
I bet you could explode number of vegetables with a waxy skin.  Maybe a pumpkin.  I bet you could explode a water melon.  

Do NOT try this in your oven or microwave!  If it works it would have lot of power.  Try this out doors like in the middle of a fire pit like you would do a dutch oven.

Any food that has moisture and skin that is only slightly permeable to water vapor.  And it would need to be a skin that does not break down at the boiling temperature of water.  Will the skin survive long enough is the question.

No I am not going to try this.  This answer is my engineering best guess.

Popcorn is the only thing that would explode in a manner that you could recover something useful that I can think of.

Kellogg's has puffed wheat and puffed rice cereals.