Honestly I didn't even realize they explode.... I've done this fight like 3 or 4 times now, and the fact they explode was never even a factor in my decision making in any of the times I played it because I was unaware of it till now. That being said, I found it to be extremely easy every time I've done it. None of the voidlings have any armor or magic armor, and you can blow on these things and kill them.
Maybe your gear wasn't upgraded at all or maybe your party comp is really bad or maybe your bad at this game idk, but I found this fight to be very easy. It also gives you more exp than like any other fight currently (each void gives 1000 exp) and they also all drop stuff that sells for decent value, providing you quite a bit of gold as well.