Would a high-explosive in a vacuum be less harmful? Putting aside shrapnel effects, I believe that high-explosives cause damage by producing a shockwave. How do shockwaves work in space? I've managed to convince myself that a high-explosive shockwave would work "about the same" by producing a shell of high-speed gas that would arrive at the surface with pretty much the same amount of energy that you'd get in air. Is that right?
 A: What is a shock wave?
definition:

A shock wave (also called shock front or simply "shock") is a type of propagating disturbance. Like an ordinary wave, it carries energy and can propagate through a medium (solid, liquid, gas or plasma) or in some cases in the absence of a material medium, through a field such as the electromagnetic field.

This about covers it. 
Your thought experiment speaks of an explosive, and it can create a shock wave only if a medium exists to be shocked: sudden almost instantaneous creation of vacuum in air/medium and immediate collapse of that as air/medium rushes to fill it.
The answer to your question 

that would arrive at the surface with pretty much the same amount of energy that you'd get in air. Is that right?

is no, it is not right.
To reply to the title question:

Would a high-explosive in a vacuum be less harmful?

one would have to know the number of shrapnel from the explosion, and also if there is dust from the explosive or gas for some reason. From conservation of energy the fragments in vacuum will have larger energy because they will not be pushing against a medium ( to create the shock wave) and if they hit would do more damage. Any dust and gas would also move faster but one would need a detailed model and objective for the explosion to know whether the damage would be the same as in non vacuum.
A: Supposing that the explosive does not contain shrapnel, supposing too that even after the impelling fragments do not encounter liquid, solid or gaseous or electro magnetic field media which all resist and absorb to some degree the released energy--one must consider the fact that such released energy is not radioactive or electromagnetic radiation but merely is mechanical energy only that gives huge momentum to the broken fragments which then go on travelling forever like any other space object with the same amount of energy they start with. If you come across them, they will instantaneously transfer their energy to your body, affecting it to a proportional degree. If they penetrate the body, they will rest inside. Otherwise, they continue to float after the impact but motionlessly only. They will of course always  continue to travel with the speed of the universe.
So, if a media exists around, even though it resists or absorb to some degree the energy of explosion, it also transmits the slightly diminished energy or, as in the case air, the compressed airwaves comprise the shock wave that eventually destroys life or property if it has sufficient strength of force.
A: To every cause (the explosion, which we will limit to its energy it expounds) there has to be an effect. This 'effect' has to be through a 'recipient' which will absorb the energy (from the explosion) and in accordance of the recipients nature the affect will be seen (if Water - it will create waves, if a solid mass it will vibrat, which generates heat). If nothing then it will travel through the ever expanding universe, as you see with the light of the stars.
