Hey, you have sinister plans with this, or what ?
Any practical application ? Will be hard to pull the pin and get out and then suck out all the air in a few seconds ...
Explosive doesn't need atmosphere; damage will be about the same.
Also heavily depends on the type of damage you consider. Assuming the room is large enough there won't be a pressure wave to consider, meaning that energy rather goes into shrapnel speed. So, you might perforate the well extremely well, but the structure might remain standing.