This forum came up when I was searching about bug splats related to exploding components. I found a solution to the bug splats I was getting with my own plugin and maybe it will help diagnose the problems people are having on this forum.

Assume the following component structure:

Component_A

Component_AA
Component_AB
Component_AC

I was exploding from the top down with a recursive function, so I would explode Component_A, using ComponentInstance.explode which returns an entities object containing what was the component before I exploded it. I would then loop through that entities object and continue exploding any component instances I found. When I'd try and explode the first child (Component_AA) I would bug splat.
I found that it had to do with an entities observer that I had at the model level (which was my only entities observer). Once I got rid of the observer my code started working fine; no more bug splats!

So maybe Zorro2 or some other plugin on the computer of people who are experiencing bug splats is using an Entities Observer.
Hopefully this helps someone out there and hopefully this was the right place to post this.