A sensitized explosive that comprises an explosive precipitated onto a sensitizer. The explosive is CL-20, PETN, RDX, HMX, or mixtures thereof and the sensitizer is aluminum, titanium, zirconium, magnesium, melamine, styrene, lithium aluminum hydride, or mixtures thereof. The sensitized explosive is used in a percussion primer that includes a bismuth compound and a melt binder. The bismuth compound is bismuth oxide, bismuth subnitrate, bismuth tetroxide, bismuth sulfide, or mixtures thereof and the melt binder is a wax having a melting point above ambient temperature, trinitrotoluene, poly(3,3-bis(azidomethyl)oxetane), poly(3-azidomethyl-3-methyloxetane), ethyl-3,5-dinitrobenzoate, or mixtures thereof. A gun cartridge and other primer-containing ordnance assemblies employing the percussion primer are also disclosed. Methods of forming the sensitized explosive and the percussion primer are also disclosed.