Some rocks can explode. If they have crevices, as the water heats up and turns to vapor, it expands, which can make the rock "blow up". I was camping one time and the firepit was full of shale. I didn't really think about before I lit the fire, but for a couple of hours, I kept getting hit in the legs or arms with very hot shale. Not a good feeling at all.
To answer your question, I rarely ever boil my rocks. Usually, they just get a quick scrub with my hands under the tap, and into the tank.