As far as i understand henchmen are a group of identical creatures with a group size is same as number of players and are considered to be a single character.
Henchmen use a wound pool (toughness x number of creatures) and when hit they use the the soak value (armor + toughness) once and the left over damage can kill multiple creatures. Critical hits are ignored or added to damage, not sure about that.
So What happens when henchmen are shot with a blast weapon.
As i understand blast weapon does not affect henchmen groups any differently than say a long bow.

By the rules, they suffer damage as one creature. The rules aren't perfect for this situation, or for a number of other situations involving henchmen. But if you stay true to the rules, let them be blown apart; an explosion ought to kill at least two of them with the generic amount of wounds and toughness for a human and throw the rest to the ground, action movie-style.

If you are looking for ways around this, check the rules or house rules forums. One option is to increase the amounts of wounds each henchmen has, that is a simple way to make them tougher. I run the game that way, quite often.

As henchmen are "expendable, throw-away creatures" I'd probably allow a blast weapon to kill them all, just for the flavour and fun of it.

Thanks for the answer. Can you give a quick sample how you handle the damage on multiple henchmen in a engagement. I'm still not sure what to do with the damage (spread it, multiply it or..). My worry is that blast weapons will be the number one artillery in my games if they are too effective.

If playing by the book, I'd calculate damage as in the following example:

Blunderbuss shot against four unarmored ruffians.

Damage 5 (weapon) + 4 (agility) - 3 (soak) = 6 damage to the group , which would kill two of the ruffians.

No multiplying, no spread

This is nothing compared to a ST4 berserk with reckless cleave who might easily ramp up closer to twenty damage and kill 'em all if playing by the book. So don't worry about blast weapons. Worry about how to visualize a close-quarters shot from a pistol hitting for 16 damage and killing three people. It's only funny once. The rules for henchmen need interpretation or tweaking or both.

You know, this kind of thing is perfect for boons. Just assume that another 2 or 3 boons kills another minion when using a blast weapon. If the character is using a strong blast weapon, like a cannon, allow another kill with 1 boon.