In this game, explosives deal relatively high damage, but do not scale off any base stats.
This means two big things:
- 1st, for explosives build to be properly fun to play, it's a very good idea to experiment with difficulty modes, see which mode is most fun for you. On highest difficulty, explosives build will simply be way too tedious to play: it can be done i bet, but most likely will end up needing lots of grinding for parts and money to shop large amount of grenades and explosive traps. I recommend not going higher than 2nd difficulty;
- 2nd, for explosives build to be viable and enduring, all the crafting skills which allow to craft highest tier (tier 5) grenades and traps are to be developed in timely manner, plus it'd need Throwing and Traps very high (over 100) since late-game, you won't be doing well otherwise. Plus you'll need to buy lots of crafting matherials to make lots of high-tier explosives, which means you'd most likely want high Mercantile skill. This means that however you make your build, be sure to have good (min 6, i'd say 7+) in Dex and Int, to have good bonuses to these skills.
The rest is really much player preference. You could go max Dex (10 at start and all the extra points while levelling) and have Melee as your backup / critter-killing skill; or, you could go high Will (7+) and use all kinds of Psi abilities to crowd control and/or deal extra damage (possibly high single-target damage, e.g. Implosion, when needed); or, you could go max Perception and use any sort of guns or crossbows. You could even go high Str, develop good Mechanics and Tailoring and go around in heavy armor and/or certain unique armor, which armors provide very high or complete immunity to certain explosives. If you'd choose the latter, then Quick Tinkering feat may be very useful: it allows to arm traps while in combat, and explosive traps detonate when caught in another explosion - so with this feat, you can 1st arm some highly damaging explosive trap, then drop a grenade on top of it, and have both explode in the middle of some enemies, all in a single turn. Which can be quite very deadly.
