I have always thought the concept of ‘exploding’ out of a bunker was another fairytale, certainly as interpreted by the average player. People tend to hit down into the sand with no thought of what should happen next. Getting out of a bunker from a half decent lie is the easiest shot in golf, getting close to the flag is a little more tricky but not that much.
If, you make a more or less normal swing, hit behind the ball, go under the ball and follow through so that the sand you have disturbed goes out of the bunker, the ball will go out also.
The important thing to focus on in that last sentence is the concept of the sand going out of the bunker. Get in a bunker without a ball. Draw two lines 15 cm (6 inches) apart on the sand at right angles to your line of play and take your stance as though the ball is 2 to 4 centimetres in front of the line furthest from the hole. We now want to make a swing that enters the sand at the first line and does not exit until the second line leaving a divot around 15 cms long (6 inches). The sand displaced by that swing should exit the bunker.
Most people will be surprised by how difficult they find it to hit the line, mostly they will hit behind the line by quite a bit. These same people will generally find that the sand will not go forward far enough. My guess is that such people use their arms and hands to swing and actually have their weight moving backwards at impact in an attempt to ‘help’ the ball out.
The exercise is to continue using your ‘normal swing’, trying to hit the line and have the sand go forward out of the bunker. Spend as long as you need doing this exercise before introducing a ball. When the sand is coming out consistently the same swing will throw the ball out with the sand. Guaranteed!