For anyone else stumbling on this thread through google:
TF2 weapons have txt files assigned to them which contains a lot of their attributes. For example tf_weapon_rocketlauncher.txt
You can change the particles of the explosions of weapons like the rocket launcher to any other particle in the game through this file by changing it to a valid particle in the //buckets section.
These files are also used by the community to get any custom crosshair by using VTF crosshairs (Valve Texture File, a way Valve packages images).
If you install a VTF crosshair pack and a smaller explosion pack seperately you'll have 2 txt files that overwrite eachother. So you'll either have your crosshair or your explosion. Not both.
The tool posted above can make txt files that already contain both.
Alternatively you can merge these together manually (which is what people did before this tool and i still do it manually myself).
Just copypaste //buckets or //crosshairs into the other txt file, save the txt file, remove the other incomplete txt file, restart TF2.
If you have both txt files open it's easy to see the differences between them and what needs to be pasted into the other file
tl;dr: make sure you don't have VTF crosshairs + smaller explosions. They conflict.
If you do, then compare the txt files of explosive weapons and merge them together or use the tool posted by Robbe a few comments above. Look for the //buckets and //crosshair sections in the txt files