I use a headlamp every day during week(might start using one at night walking, but they can be annoying unless walking alone!.............so jury out on that one). I only have 18650 lamps, simply because of the run time and output needs, anything less for me is not enough. On my head most of the time are vtc6 or 30q cells. Never once does an explosion enter my head(in either way i guess
). Granted on a hard hat, so maybe that plays a small part. But honestly , the only odd time anything like that gets thought about, is when vaping some times(that would make a mess). So i have things in place which reduce said potential(rare) issues. Good cells, good charger, good torch, good practice!.
Charge cells outside of lamps(if lamps have internal charger or not). Replace cells off head if prefer, that way its easier to deal with(throw away and run ). Test prior which i think we all do anyway, to fitting on head/hat/helmet. I think time/confidence over a period of time is your best friend with this, if cell/s get heavy use, replace after a couple of years from trusted seller. Maybe a little over kill, but depending on use it keeps things newer. I do with my vape cells, at around £12 or so($15 ish) for 2 , hardly an expense which gets stuck near my face! I am no oil painting, but heck, i dont want to smudge the paint more!
I also lock out the lamps in between uses, luckily its a little turn of cap to do so(convenient) .
On cells exploding, i know a work friend it happened to at his caravan. He placed a cell on the charger and it almost instantly went up, not over sure which it was. He is confident it was down to a split wrapper. He did say WOW , it was discharged(again unknown V) ready for charging, it made him appreciate the energy even though not in a fully charged state. Luckily he threw the cell/charger away fast and out. He blames a torn wrap near the positive end, so shorted. Needles to say, always inspect cells regardless of device for wrap condition, its not much separating the + and - (disc and wrap) from each other.
So personally never, only one i have known(not read on news) is down to damaged wrap at + end.