Seems like we're getting into kind of iffy territory. I mean, yeah, everyone knows at this point, but still it is technically something that has yet to be revealed/confirmed in the anime.
Also, Eris doesn't wear a bandage. In fact
Also, has she said at this point that she goes to the surface world? I don't remember if it's something she's already said or something she's going to say later.
And yeah, I love Megumin. Not because of her explosions, though she wouldn't be herself without them. It's her overall character, her Chuunibyou, her pride in her "heritage", her relationships with other people, her ability to quickly pick up on and take advantage of things around her. She's a great partner for Kazuma, and I look forward to the day that they reach a new level (just imagine the vicious argument that led to them bathing together, only instead it's about who does or doesn't have the guts to kiss or ****).
Also yeah, she's short, but as I understand there's only maybe a couple years difference in the pair's age; he calls her loli because of her appearance, not her age (as if the same-age Yunyun didn't make that kind of clear). Maybe Japan has a thing for small girls, but studies have actually been made showing that most peoples and cultures have some degree of preference for neoteny in women's physical appearance. Additionally the Japanese are generally a bit below the global average in size, so it could be that their consciousness of this has affected a stronger interest (that and the cultural obsession with cuteness). And yeah, from what I've seen there does seem to be a pretty strong consciousness of this, as I've seen plenty of references in all sorts of anime/manga/LNs.