Inspired by this question & answer as an example of how "easily" can one make its own solutions when using Open Source, I have tried to create my own code to selectively "explode" multipart features during an editing session.
I have explored the QGIS 1.8 API for the first time, and came out with this piece of code that seams to do the job:
layer = qgis.utils.iface.mapCanvas().currentLayer()
remove_list = 
for feature in layer.selectedFeatures():
geom = feature.geometry()
# check if feature geometry is multipart
new_features = 
temp_feature = QgsFeature(feature)
# create a new feature using the geometry of each part
for part in geom.asGeometryCollection ():
# add new features to layer
# remove the original (multipart) features from layer
if len(remove_list) > 0:
for id in remove_list:
I'm not an experienced programmer, so the code might not be the most efficient one.
Next steep will be to make a plugin out of it... Or at least, try to!
I was able to create the plugin. It's called Multipart Split, and can be found in the QGIS official repository.