Actually, if I'm remembering right, Glory of the Wind affects the result, and doesn't really care about the die itself- you roll the die, maybe it explodes, maybe not, you work up it's final result and compare that to your Panache, if it's equal to or greater than the result, replace, otherwise- nothing.
That's correct. In fact, having just read the ability again, I see that it specifically mentions that it never causes action dice to explode.
Regardless, Deral's interpretation of the rule is the intended application.