I don't know, as you can tell I don't know much about explosives. But you wouldn't need to literally vaporise it, I guess, and I doubt it'd need a miniature nuke.

In my defence, a quick search shows this story:

https://www.digitaltrends.com/cool-tech/amazon-delivery-dron...

So apparently it's not a stupid suggestion and Amazon are thinking along the same lines.

I only ask because it seems making drones land safely is hard. I mean, a paracute with a whistle is a great idea until it drifts in front of a car moving at high speed, or lands on a deaf person or shorts out a high-voltage cable. They all have problems. If there was a way to convert the failed drone into widely dispersed very small objects, the harm may be much lower.