"Remove headphones immediately if you experience a warming sensation or loss of audio." [1]
Probably could use a few more words for good measure.
Also, they do not explode. Explode has a specific meaning. Lithium batteries experiencing thermal runaway get rather hot and then burn quite vigorously, but they do not explode.
1. https://assets.bose.com/content/dam/Bose_DAM/Web/consumer_el...