You won't take any damage from Bomb King's ultimate if you use Battle Shout at the same time that BK explodes.

[Only Works when you use Legendary Card:Firing Line] When BK throws his Grumpy Bomb try to stay near your team and activate your Q (BattleShout) to get your Team a 4sec CC Immunity and not get stunned.

When Bomb King activates King Bomb, run into his path and use Battle Shout. Even without Firing Line, the short damage immunity will negate his burst, though you'll be stunned afterward. Make him detonate early like this so he won't reach the point.

If khan picks firing line, he can make all of his teammates in a radius immune to stuns. That renders grumpy bomb and poppy bomb useless. However, this means that you can force him to use battle shout with grumpy bomb.