veritas86,
Shotgun usage was (is?) sufficiently common that special single shot "slag-buster" shotguns were (are?) made by major gun manufacturers. They have much thicker, heavier barrels to withstand the large number of shell fired. A side benefit of the greater barrel weight is reduced shock loading to the shoulder of the person(s) blessed with the duty of firing hundreds of rounds into a slagged up furnace.
Explosives usually don't do any significant damage directly, but as rmw noted, their effects in dropping large slag chunks can have very significant damage results. Shotguns rarely drop the big, damaging chunks, but the shotgun noise commonly does drop some slag distant from the target area. I would expect that the shock wave systems mentioned in the initial posting would likely have more in common with the explosives in terms of the risk of dropping large chunks.