The "explosive" events (kudos on the pun) may have something to do with the disturbing lack of Jimmy/Lucifer fics, but fangirls have a history of making any sort of implausible pairing happen (which is easy in a show like Supernatural).

As for Jimmy/Castiel/Lucifer, that's something I would eagerly accept with open arms. The public demands angel sandwiches!

But if Jimmy is Lucifer's vessel (as he is in my head), that means it's a one-man threesome...My brain just broke.