I just worked out a damage table for exploding dice. It will come in handy for anyone considering adopting them.
Die Size Avg damage Avg Damage with continuing explosions
d4---------2.5-----------------3 1/3
d6---------3.5-----------------4 1/5
d8---------4.5-----------------5 1/7
d10--------5.5-----------------6 1/9
d12--------6.5-----------------7 1/11
d20--------10.5----------------11 1/19
As you see this biases twards weapons with multiple dice over those with one large die. 2d4 is now over .5 better than 1d10 (6.66 vs 6.11), whereas before it was .5 worse (5 vs 5.5).
To balance different weapons under exploding dice, I suggest changing all d10s to 2d4, and all d12s to 2d6. And for the monk replace all d20s with 3d6.