Do not even think about trying this at home. It is definitely dangerous and you would probably end up with an Asbo.
That does not mean you should not watch what happened when Nils Bremer let off a firework while ice fishing in Sweden. The video has been viewed more than two million times in two days and shows Bremer first cracking a small hole in the iced lake before pushing a lit firework into it. The firework then explodes, sending shards of ice into the air.