Do you picture some hot gas emenating the spheres?
I'd guess there is tension within the material as iron is a) suddenly heated and b) suddenly oxidized. Both processes increase volume, which cannot be fully accomodated by the old shape - tension arises. Once the future sphere is melted loose from substrate, released tension flings it away.
Some of the sparks seemed to follow a non-ballistic trajectory (i.e. they don't travel in straigtht line). So some force is acing on them after they fly away.
HOWEVER, on examination of the video, the small sparks that did change direction are actually just bouncing off the glass.
The small sparks all do seem to go in straight lines, indicating one very short propulsion event.
There are some larger sparks that seem to meander slightly, but it's hard to tell.
Surely there must be some in-depth study of sparks somewhere.