It works for me as well. – Pyro Movie FX Review

I had one moment where the screen just went black when trying to play one of the videos in the gallery, but yes… Once you create your movie, you click in the icon in the upper left part of the screen to export it to the gallery. Technically it is rendering to the gallery within the app. Then you go to the gallery to save it to the camera roll. A clunky way to do it, and it would be nice if there was a consistent UI between this and the Gun FX app, but meh... it works basically the same. I haven't seen any of the things that other reviewer's have mentioned. It exports the video at normal speed, you can rotate and scale the explosions to any size and direction you want, and it doesn't seem to take particularly long to render a video for me, and even shorter to export to the camera roll. People just don't know what they are doing.
Review by Mr. Rubbertoe on Pyro Movie FX.