EDIT: Answer completely re-worked on June 5; some comments may no longer apply.
This comes down to two issues.
Issue One
What actually causes the detonation? The magic item says the beads detonate when exposed to magical fire or "when thrown". What is it about being thrown that allows them to detonate? Most likely the impact is the trigger that causes detonation once the beads are armed. The question is, what arms the beads?
Do they have to be primed somehow (like pulling the pin from a grenade), and if so how is that done (is simply detaching it from the necklace enough)? Do the beads somehow telepathically read the carrier's intent, so that they can distinguish being deliberately thrown from being accidentally dropped? Are they activated by reaching a certain velocity? Or are they always armed, and any impact above a certain threshold causes them to detonate?
If it's always armed or has to be primed before it's rammed down the barrel, then the blast from the black powder will almost certainly set it off (thanks Pulsehead for pointing out that it could be carefully rammed down the barrel without setting it off). If it's activated by the user's intent, then it can't be used with a firearm at all, since it won't detect that it's being thrown.
If, however, it's armed by reaching a certain velocity then triggered by impact, then you can probably use it in a firearm without any real risk of it detonating before it reaches a target after being fired.
As for once it's fired, if it strikes a target it should probably detonate immediately; the beads are intended to explode just from being thrown, so the impact of striking a target at firearm velocities should set it off instantly, rather than giving it time to penetrate. If it explodes from colliding with the target, there's not much the target can do to avoid the blast, so the target shouldn't receive a reflex save. Since the bead is being fired from a weapon, however, the attacker should have to make a typical attack with the firearm to actually strike the target.
Issue Two
Does the DM want magic and technology to be combined like this? While it can allow a lot of interesting creativity (such as firing fireball beads from a musket), it also probably opens the door to a lot of potentially game-breaking combos. Magic and technology together are likely to be a "the whole is greater than the sum of the parts" kind of thing. You might even take the route used in the Amethyst setting and say that proximity to magic actually prevents technology from working.
On page 133 of the Dungeon Master's Guide, there is a table labelled Magic Item Rarity which gives a rough guidelines on the value of magical items, from Common rarity (for 50gp upwards) through to Legendary rarity (for 50,000gp or more).
Best Answer
One-shot or not, it is the amount of money your players had that is the problem, not the prices
Let us begin by looking at starting gold
At level 1 the wealthiest a character can be is a lucky Bard, Cleric, Fighter, Paladin or Ranger. These classes have an option to start with 5d4 x 10 which maxes out at 200 gold pieces.
That gold is used if they don't take starting gear, so they still have to buy weapons and armour. Generally classes are better off just taking starting equipment, armour and instruments are pricy!
Your players had more than 4 times this amount (900 gold pieces!), and seemingly didn't have to buy other gear, or maybe they were naked with just fireballs.
But your characters were level 3! What difference should that make?
The DMG gives us some guidance, and while I can't replicate the chart here (mainly because I don't know how), the answer is 'it makes no difference'. Any character starting in tier 1 (being level 1-4) is recommended to only have starting gear - even in a high magic setting.
In fact from the low magic, average and high magic settings, the first time a magic item is recommended is for tier 2 characters (being level 5-9) in a high magic setting. Also that would only be an uncommon item, but anyone using Sane Magic Items is already ignoring rarity, as I would recommend.
Other lesser magical settings allow for a few hundred additional gold, but no magic items. And for most classes, that gold would just be spent on an armour upgrade.
What you have done here is found a problem, but rather than analyse the problem itself you have immediately places Sane Magic Items as the culprit, but that isn't true.
What else could have been bought?
Let us assume you never used the Sane Magic Item list, your players could have bought, with just RAW PHB prices, 18 basic healing potions each. That would also have rendered the encounters trivial, although not quite as spectacularly.
In fact it is this comparison that helped set the price in the first place. I don't know how much damage your party would have taken without the fireballs, but if it was less than 18 health potions worth of damage each then actually the fireballs might have been overpriced!
Sane magic items isn't intended to be used by the insane*
The guide is intended to give a price comparison for magic items against one another, it is not intended to help you set an economy, and if you are going to give your players a slush fund the onus is on you as a DM to ensure that slush fund is reasonable.
I would also recommend running a trained eye over what they decide to buy even when you are giving a 'balanced' amount of money. Magic items are not normally just for sale like that, and having a free pick at character creation can lead to some unbalanced builds and a power gamers paradise.
I remember recently in a 1 shot my paladin got a holy avenger, and despite it being one of the best and most valuable items in the game I was actually a little disappointed, because I could have spent that money and got far more value in my specific case. For example I was already rolling with advantage on saves vs magic and what we were fighting were unaffected by the extra damage. In a normal campaign dropping this would have made me exceptionally happy!
Unfortunately, that is on you, not on the sane magic items guide.
*Play on words, don't take it personally.
Finally, one shots have their own problems
A one shot adventure, by design is meant to be completed quickly. That means they tend not to have the recommended amount of encounters per day (because combat is the slowest part of the game usually), which means the party resources are not usually spread as thinly as in a proper campaign.
Giving the players additional items of any kind will only make this worse.
Advice for balancing starting money
Olorin made a comment about a wealth by level chart, which I understand was something 3.5e used, but isn't really a thing in 5th edition. However I have seen some analysis of the expected gains based on the tables in the DMG (such as this one) and they are a good place to start.
This particular linked table recommends 188gp for a level 3 character.