Not everyone uses the electric, plastic (always UL approved) Christmas, window-candles/candleabra (that use the little bulbs that are often also used in year-round nightllights; but after years and years (decades) of using those window candles (AND night-lights), I had a freak thing happen that kind of shocked me (not the "electrical-shock" kind of shock, I should point out).

Every year I'm careful to remove bulbs from the window candles. Every year I'm careful to store the bulbs where they aren't the least bit likely to be broken. Then I store them in something like a Christmas tin (armour for them) and store that where it isn't likely to be shaken or otherwise mistaken for something that doesn't require some caution in handling/storing.

I do re-use last year's bulbs (provided they aren't burned out, of course). Then I keep a couple of packages of new bulbs to make sure there are plenty of replacements.

This year when I took out last year's bulbs I didn't see any signs of the black "burn-out" on any of them. So, when I put the bulb in one candle and then plugged it "just to check" , the bulb didn't only just pop (the way bulbs sometimes do when they burn out). This one actually kind of exploded, leaving a good-sized hole in the bulb and some pieces of glass on the table nearest to/under the outlet.

My first thought was that I was glad I had my glasses on (even though none of the glass pieces hit my face or arms (three-quarter-length sleeves, so quite a stretch of arm didn't have the protection of even indoor clothing).
Having since picked up the glass and gotten that particular window candle squared away, I can't say for certain how far those pieces of glass flew. I just took a ruler to get a rough idea, and it's safe to say it was more than one foot and less than two (unless some really tiny piece flew somewhere that I don't know about). It looked to me, without looking further than the the little "puddle" of glasses pieces that the three of four pieces I was able to pick up were most likely "it".
While I don't imagine that such lightweight/flimsy glass would likely be driven through the skin on one's hand or arms or face; and while the flying glass pieces didn't even come in my direction; it certainly more than occurred to me that the same glass in one's eye or eyes would have been a whole other thing.

With all the care that I use in storing those bulbs and in looking for signs of burn-out, the one thing I'm thinking is that every year when I'm putting those candles in the window there's usually a tip or "undramatic" fall with one of the single-bulb ones. It's never, I said, dramatic. There's usually something like a part of the curtains to break any out-and-out drops to the floor. When it happens I check to see if the bulb still lights, and it always does.

The only thing I can really think of that would have made a previously used bulb to not only blow out but send glass flying is that maybe there was some weakening of the glass with one of those tips.

I decided that from now on, any time I want to check or install one of those bulbs (whether in a window candle or a night-light or anything else), I'll be covering it until I know that the same kind of thing won't happen. I know, after a lifetime of dealing with those bulbs, that the chances of the same kind of thing happening again really aren't all that great.

At the same time, I does occur to me that not all companies produce things of equal quality. Things make specifically for Christmas are often cheaper than things made for year-round. And, of course, a lot of things are just made "cheap" these days.

Even deciding to only buy products made by companies with reputations for decent quality, however, still doesn't factor in that we don't know which packages of bulbs wasn't knocked around in the store.
When I first tried to think up something I'd use to cover the bulbs on that "first-use" (at least of the year), I was in kind of "aftermath shock", so the first thing that came to my mind as a "shield" was a coffee can. A coffee can seemed not only like overkill, but too big anyway. My original thought was to use something that would be certain not to allow flying glass pieces to cut through it. The next things I considered were a) a soup can, and then b) any number of disposable drinking cups.

Once I got past that immediate mode of wanting to look for something that would be "super armour" against flying glass, I more calmly realized that the lightweight paper cups sold as "bathroom cups" were probably good enough to act as shields in the unlikely event that any more bulbs would do anything more dramatic than harmlessly puff-pop their way through the usual burn-out.

The little paper cup seemed like nice a compromise between risking that other bulbs in the batch made have, for some reason, had the same issue; and overkill. It allowed me to see the light of each bulb as I tested each. (I don't know... it occurred me to glass that was thin and cheap enough might become compromised when exposed to sunlight more often, or too long. It also occurred to me that the windows are over the baseboards that heat the room/house.)

This may seem (or be) really stupid of me; but in a lifetime of changing bulbs (whether for Christmas or just in the run-of-the-mill lamps and lights in the house), it has never occurred to me to at least make sure I turn my head, put on some glasses, or otherwise be aware that one or another kind of bulb may do some freak thing and send glass flying.

Most of the time, bulbs either just burn-out on their own (and way from us), or else burn-out when we do something like switch on a light. There's been more than the occasional time when I've been replacing a dead bulb with a new one, only to have the new one burn out as I installed it. No flying glass has been involved. In the case of some lamps there's often a lampshade between the bulb and my eyes anyway.
The lesson here, though, isn't just to think about maybe being a little wiser about something as small and simple as those little, common and among-the-lowest-of-wattage bulbs; and maybe doing something as simple as popping a little Dixie cup over the them when first installing them (and now, of course, the thought occurs to me that there could be the remote chance that paper could involve having more burn than would otherwise have burned if the small bulb does blow out.

As is often the case, there's the thing about having some rough idea about odds while also preferring not to have glass bits in one's eyes when it didn't have to happen. Then, too, odds are sometimes what we judge based only on our own history, rather than, say, on something like "odds of a Christmas bulb exploding in general". Someone less careful and particular about taking care of things like Christmas bulbs might not find anything at all "freakish" about my particular incident.

Neither might people who manufacture or otherwise work with something like those bulbs on a much larger scale than I do (no matter how many years' or windows' worth of experience I have with them).