My brother has it. I'm German, and he got an experimental treatment called crosslinking some years ago. They stabilize the cornea using a laser, and since then, he doesn't need contact lenses anymore, but glasses suffice. Nowadays, it's apparently proven enough that even the public health insurance pays for it. Now, by the price of the contact lenses you mentioned, I presume you're American, and it might be incredibly expensive, but you could still do a bit of research about it.

Nope, your cornea might fall out. At least I haven't heard of exploding eyeballs