Normal explosives can thrust together two pieces of heavy material like Uranium 235 or Plutonium, which creates a runaway fission reaction and a nuclear explosion.
The problem is that a fusion reaction requires lots of energy to force light atoms to smash together and fuse together... the easiest way to get that to happen is a fission explosion to trigger it by generating a temperature of a few million degrees C.
Cold or room temperature fusion is being sought, but current fusion experiments tend to use as much energy to start as they generate and don't work for very long anyway.
In terms of enormous power weapons in small packages... well they would need to find new material combinations... most nuclear weapons over the power of 1-5 megatons are fusion weapons... you would have trouble making a fission bomb that big because the amount of material that needs to be slammed together in an instant to form a big enough mass to get to that power but each piece of material must be below the weight were it would reach critical mass on its own...
It is a bit like asking why they can't put the equivalent of an aircraft delivered bomb (200-500kgs) of HE power in a hand grenade... another point is... if they could... would you carry any with you around the place?