Shocks and blasts can be readily obtained in granular flows be they dense or dilute. Here, by examining the propagation of a blast shock in a dilute granular flow, we show that such a front is unstable with respect to transverse variations of the density of grains. This instability has a well-defined wavelength which depends on the density of the medium and has an amplitude which grows as an exponential of the distance traveled. These features can be understood using a simple model for the shock front, including dissipation which is inherent to granular flows. While this instability bears much resemblance to that anticipated in gases, it is distinct and has special features we discuss here.