I had one that didn't explode, but it was very rotten. It probably would've burst if I hadn't removed it.
The first clear sign was the smell. It was a nasty, "barnyard" kind of smell. Not the rotten egg smell I would've expected. I could smell it in the incubator, but it wasn't obvious which egg it was. After a couple of days, I could easily tell by individually smelling the eggs. The other thing I noticed was that when I candled the egg, the contents appeared to ooze around inside. It was like it was filled with glue or something. when I turned it, you could see the dark insides sort of ooze down. it clearly looked different from any other egg I had candled. I threw it out on day 9 or 10, I think.