Vulcanian explosions do not only produce fine ash, but they can also send larger blocks of pumice and dome rocks flying short distances. This was a particular concern on the small island of Montserrat, as told by this resident.
Ballistics can indeed cause immense damage. The below photos show the impact of a ballistic on the Long Ground health clinic.

The Long Ground health clinic in eastern Montserrat was hit by a ballistic in 1995. At first glance, the damage is not that obvious...can you spot it? Credit: Miriam Rothenberg / Oswen Carty.

This is where the ballistic punched through the roof of the Long Ground Clinic. Credit: Miriam Rothenberg / Oswen Carty.

The ballistic destroyed a bench inside the clinic. Credit: Miriam Rothenberg / Oswen Carty.

The ballistic and its impact crater close-up. Credit: Miriam Rothenberg / Oswen Carty.
Ballistics are not only fast and heavy, they are also very hot and can cause fires. The photo below shows the Long Ground Methodist Church, which likely burned down due to a ballistic from the volcano.

The ruins of the Long Ground Methodist Church. Credit: Miriam Rothenberg / Oswen Carty.