Modify part in Altium by exploding (or other method)?
In the properties for a part, you can "unlock primitives". In older versions you would uncheck a box next to the "primitives locked" property. In recent versions (19 and 20, at least) you click a padlock symbol next to the word "primitives". Then you can modify the part as you like. 



Re-lock the primitives afterwards to avoid accidentally messing up the footprint.