How easy is it to explode a tubeless tire whilst seating, and how do I avoid this?
I remember I heard a small pop and stopped inflating

The pop is what you are waiting for when inflating. It means that the tyre has become seated on the rim and will stop leaking  air fast and it is now enough to just add the air as necessary.
For 35c gravel tubeless tyres I would use pressures about 35-40 PSI or somewhat more if you are heavier than me (many people are). For the initial seating I would go up to 50 get some proper pressure. There is no reason to go to 60 but it won't explode unless the tyre is not connected to the rim properly - but then the explosion would rather be a fast burp of air, the tyre would remain intact.