Grotesques are an example of a monster which explodes on death causing splash damage. Are there other monsters that should be given a wide berth when polishing them off?
The only monsters I know of that explode on death are Grotesques, and any monster that has the Molten modifier. These guys actually have a small delay before exploding, so you usually have time to run away before the explosion hits
The only other monster I can think of that blows up are Fallen Lunatics that will run into you and explode. This really isn't an "explode on death", although they should be watched out for.