Even if Bryce is involved in the explosion, as he is immortal, he will not get any damage.
Also, by putting himself on fire, he can fire the fire bullets which will enhance the damage!
Neverdead 06/07
Destructing the building, involving the enemies !
Neverdead 08
Immortal Bryce can take off his head with his own will, and go through the narrow space like duct, where he cannot go through by his full body.
Neverdead 09
The ripped limb can shoot the guns, just with its arms.
Screenshots are taken from Japanese version build, so it maybe different from US/European version.