I don't think there is any serious risk of explosion from boiling a rock. At most I can see cracking from thermal expansion.
If I had a good reason to boil a rock, I wouldn't even hesitate, just find a pot big enough, and fill it with water, and fire up the stove.
There are some rocks that are dangerous. Rocks like lava rock can have air trapped inside that can explode when boiled. I agree that the warning has been exaggerated, as most rocks are safe to boil, but there are a few that aren't.