They're those Hollywood grenades. Tried to use them in the Military, but trying to move in all those drums of gasoline after the grenade was thrown proved difficult.
This ending doesn't show it but the actual movie ending clearly shows that Leon had a bunch of grenades attached to his vest.. That explains the explosion.
Better alternate ending... Leon places an object in Stansfield's hand. LEON: (struggling) "This is from...Mathilda." Stansfield opens his hand to reveal a locket containing a picture of Mathilda. STANSFIELD: "I will treasure this always."
