They explode, splashing oil everywhere - a big clean-up mess on the stove (and the floors if you didn't spread newspapers).
Doing them the way my recipe says, there is no explosion and no splatter whatever - they just quietly puff up, nice and light and fluffy - no mess, almost no clean-up.
Of course it's even easier if you have a dehydrator and don't have to use the oven to dry them.