Step 1:

I used a small screwdriver with changeable bits.

After removing the clip, I cut a rubber band in half and tied it to a screw.

To make sure rubber band would not slip off the screw, it was secured with heat-shrink tubing.

I tied the other end of a rubber band to the screwdriver, and wrapped it with an electrical tape.

Step 2:

Then I glued some feathers with a hot glue.

Now load the screwdriver with sulphur or 1-3 "heads of matches without the wood" and insert the screw.

Throw the screwdriver in the air, when it will land on a hard surface, there should be an explosion.

Feathers will make the screwdriver fall with the shaft down.

Rubber band is there to hold the screw and to prevent losing it on explosion.

Cheap way to make some noise only with matches and a screwdriver.

Make sure the screw you use is not sharp.

I think it's pretty safe "toy", but only you can be the judge, so do it at your own risk.