I haven't. My friend saw similar happening when he was serving at FDF. They were having a live-fire exercise with russian made ATGM and one of those missile engines failed to ignite. Apparently it was a bit scary situation but luckily they were shooting at downhill and missile landed about 20m from launcher. And didn't explode.
It has been posted on this forum before. Although it has comedy value, to me it is still a reason to stay clear of explosives.