Bomb

It bounces. Throw one into a sloped cave and it will roll somewhere you did not intend before it goes off, which in practice means back toward you. The sticky variant exists for exactly this reason and is worth the gel. If you only have plain ones, aim for corners and dead ends where the geometry stops the roll, or wall off the direction you do not want it taking.

The blast ignores whatever is between it and its targets. A layer of explosion-proof brick stops that brick from breaking, it does not shield the blocks or the player behind it. That surprises people in the dungeon, and it is also why setting one off from behind cover is not the safe play it looks like.

Digging. Clearing a chamber for an arena, opening a chest room you can see through a wall, blowing out the plug of dirt between you and a cave. It hits hard enough to kill early enemies, but the delay makes it unreliable against anything moving. Undead miners hand them out in bulk, so a trip through the abandoned cabins usually pays for its own explosives.

Plain bombs stop being useful for mining once the new ores appear, since those shrug off the blast entirely. The upgraded version handles them and takes ordinary bombs as an ingredient, so keep a stack instead of dumping them on a merchant.