Do they work together? If so, how would that work?
The texts of the Overcharge trick and the Explode property do not have anything that explicitly keeps them from interacting. As long as you're using a valid Exploding weapon, simply increase the damage dealt by the explosion, and halve the additional damage as normal for targets that succeed on their reflex saving throws. As things stand, there are no Exploding melee weapons, Powered or otherwise, so you're limited to ranged energy weapons for this. As it happens, that includes every Exploding weapon except for grenades. At least in the CRB.
Note that it is not possible to Overcharge grenades.
I did notice about grenades. I'm assuming it'll be up for errata though, since line and blast specifically state that they cannot benefit from anything that boosts damage to a single attack, i.e. overcharge. Since they at least target ac, it seems odd that overcharge would work with explode weapons.
I guess RAW vs. RAI?