As a matter of fact he has mentioned that one of the Jacob's Ladder videos was the only time he messed up and came close to actually electrocuting himself (by reflexively trying to grab the leads as they fell off a table). Otherwise all of the shocks are "calculated" to be nonharmful.

In the late 90s internet there was a blogger that built cool stuff with electricity, really seemed to know what he was doing, one day he blogged about how he was going to use a bunch of microwave transformers for an upcoming project. No updates since then, I presumed he died by accident.

He showed in one of his videos that he uses some explosive material for the spark and explosion, but it's been years so I don't exactly remember.