From a stack of firework rockets, all explode correctly but the final one: The final one does not explode at all. (For a stack of one rocket, this looks as if no rocket would explode.)
This happens regardless whether the rockets are placed directly by a player or if they are launched from a dispenser.
This was not observed before in Minecraft Version 1.10 on the same system.
Based on 1.11 decompiled using MCP 9.35 rc1
This happens because the constructor net.minecraft.entity.item.EntityFireworkRocket.EntityFireworkRocket(World, double, double, double, ItemStack) saves the used item as FireworksItem instead of a copy of it. This means when you use the last firework item, the stored item has the count of 0 and is invalid.