Don't want to tell you all how to play the game, but it might be helpful to have this pointed out:
Rolling with exploding dice (spending edge at the same time as skill+attribute) is almost always statistically worse than spending edge to reroll misses.
(I could probably come up with a table saying at what number of dice and edge it would be better, but suffice to say that for our group, the only one who might sometimes want to roll exploding dice is Mr. Lucky with 8 edge. The rest of us, not so much.)
Let's take Sent's roll as example.
His dicepool without edge would have been 13 (Spellcasting 5 + Magic 5 + Focus 3). This gives an average of 4.33 hits.
Edge reroll will roll 8.66 dice. This gives 2.88 hits on average.
Adding those up (rolling and then rerolling misses) would give you 7.21 hits on average.
Do the same calculation with exploding dice and 3 edge:
16 exploding dice give 5.33 hits on first roll. Half of those are 6's, reroll: 0.88 hits. Half of those are 6's, reroll: 0.148 hits, half of those are 6's: 0.024 hits.
Add those up: 6.598 hits.
So exploding dice give less hits on average (and with larger normal dicepools, the difference is a lot larger). And with edge reroll, there's the added advantage that you can decide -after- the roll if you need it or not. If you get a lucky roll (6 hits on 13 dice for example), you can just keep your edge for a rainy day. And if you get a really crap roll, you can still use edge to turn your 0 hits into a normal number or to buy off a glitch.
The only exception to this is with really low dicepools or with really high edge.