Alot depends on the type of rock and how you heat it.
Glass can explode if you heat it to quick for the heat to disipate evenly. The thicker the glass is the more dangerous.
Try freezing a thickly made glass and then pore boiling water over it and it will crack quickly because it expands faster than the heat can disipate. (take precautions)
Locally I would have no problem with using the limestone for a fire. Its like a sponge, and you could soak it over night and then use it and it will only fizzle. You can weld or oxy cut on it with no problems.
Local flint is completely different. Some of the local teenagers head to the beach and make fires though the summer months, and they usually pick up the flint rocks laying about. Every few years you hear a story about one exploding. Flint lets go with razor sharp shards. After hitting some with a hammer, I have had to pull some out imbedded in my skin.
Some rocks form with liquid and air in them. Not far from here is a place called Morala, and they pull Smokey Quartz geodes out of the Rhyolite. Some of the crytals have liquid bubbles, and I have been told that they can fly apart with some force too.