Actually, that's the way it's supposed to go. If there's an explosion, it means you've gone too far too fast. The goal of kind, intelligent training is to gradually introduce new things to the horse and increase acceptance, not to provoke resistance or a reaction.
If your colt understands voice commands, walk/trot/canters on the the lunge, gives to the bit directly and laterally and accepts being handled all over, you COULD actually just hop on.
What I would suggest as an intermediate step is to work in a stall, preferably with a good handler at his head. Put a foot in the stirrup and hang on the saddle like the worst beginner. Huff and puff and hop with your foot in the stirrup. Pet and praise if he stands quietly. Increase the leaning and weight on the colt's back until you can put your belly over the saddle and hang there. Have your handler lead him around the stall with you bellied over.
Wiggle around in the belly over position. Touch him all over from this position. When he's calm and accepting, wiggle your left foot into the stirrup and swing over, a little at a time. Be prepared for a little flinch or spook as your right leg crosses over his back, that's okay and to be expected. Pet and praise.
Once you're sitting on him, lay all over him. Hug him around the neck, lean back and pat his croup and rump, touch him every place you can reach. Flap the stirrups, move your legs. Carefully move your arms around, watching his ears for reactions. Progress to waving your arms around. Scootch your seat around in the saddle. Pet and praise when he stands quietly and looks at you like you're crazy.
If all this goes well, ride him in the stall. Close your legs and chirp or cluck, and ask him to walk and halt. Turn him around using a big leading rein and walk and halt in the other direction.
Do this a couple of times until you feel comfortable doing it in the round pen or ring. And you're one your way to a trained horse.