Yeah they're pretty tough.
I wouldn't recomend anyone do the full range of motion untill you know your up for it, just do the top half of the squat and slowly go lower as you build up strength over time.
Other ways of doing it that dont put so much emphasis on stability are by tucking your "spare" leg under you bum, not out in front and by doing them adjacent to a wall or in a doorway so you can reach out to your side for stability.
And exploding knee parts can happen, i have a mate who did some serious damage to a knee doing exactly this excersise..... SO BE WARNED
Even better just windsurf more and you get all the w/s conditioning you need