From what I've read getting sufficient blow by gas to ignite fuses often required a groove cut or two, at least in rifled projectiles of various types. Lousy tolerances or wear no doubt helped in that regard as well.
I figured dealing with unexploded ordnance would be a rather substantial headache firing shell or case. Nothing that could not be dealt with, but a time consumer and probably requiring specialists (maybe it could be done in coordination with some bomb squad training/practice?) And of course one has to plan for the worst with respect to premature fuses too. Takes some of the sexiness out of the endeavor pulling the lanyard from behind a bunker I suppose. As long as the piece isn't burst I suspect the velocity at the muzzle will preclude sending any nearby burst fragments rearward...but that's not the sort of theory I would place such an important bet on.
I've also wondered what the legalities are of explosive rounds? Canister and shot/bolts are a different matter since the rounds themselves don't contain powder.