When you talk about people who walk through walls, computer special effects are mostly used in Hollywood movies. In China, the technology is not that high, just ordinary editing, which is very simple.
The same is true of the blasting site. The professional team of special effects production, the rich film group invites special effects division, and the simple blaster invites imitation. Those flying bubbles are blown out by high-power electric fans. For large-scale movies like Assembly, the blasting scenes are all special effects, while other small-budget action movies use physical blasting.
In addition, the imitation brick made of low hardness material you mentioned has been put into construction, and some residential buildings are built with it. You can find it by walking around the construction site or cement plant!