Shaped charge would be nice (as suggested on an earlier forum post also).
What do you think, would it make any sense if you could store some of your dynamite at your UFO? That way you wouldn't loose everything if you loose your robot.
Or perhaps you could carry only a limited amount of dynamite at a time, depending how many levels of storage you have bought (Of course that would cause some problems when you find more dynamite if your inventory is already full... wouldn't be very nice to loose newly fould explosives).
I don't know, just a thought...