When I was a child we try to do firecrackers. We use sulfur , vegetal coal powder and pils of chorate potasium that are normally used for providing oxygen when you throw inside a fishbowl with water. We mill the pils and mixed the three components.
Ten we put a small amount inside a carboard rolling over and seal with sticky tape.
Finally, it was added a fuse. Well, I have to recognize that it never explode one but instead they did a jet with lots of smoke.