Those are awesome! I'd love to be able to create something similar for wargaming barrage markers. Creator "Zipidi Dooda" helpfully uploaded a tutorial for creating them to YouTube:
Spoiler Alert: At the end of the video Zipidi warns against leaving the integral lighting element lit for more than a few minutes lest the entire explosion catch fire. That's a little TOO realistic. Still, I bet a scaled down version using cooler LED lighting effects might work.