When we look at a particle's rest frame
its energy is Mc^2.
But the particle decay has some width, so the products of the particle,generally, will have total energy different than Mc^2.
How can it be, is there no energy conservation.

I don't understand? Energy is conserved unless it is converted to mass.

I think the point is that as particles decay the total energy of the resulting mass will be less than the energy of the mass of the original particle. The reason is as Capuchin stated, some of the mass of the original particle has been converted to energy in the form of photons and increased kinetic energy of the resulting particles.

From Nuclear fission: - Wikipedia, the free encyclopedia
The total rest masses of the fission products (Mp) from a single reaction is less than the mass of the original fuel nucleus (M). The excess mass Δm = M - Mp is the invariant mass of the energy that is released as photons (gamma rays) and kinetic energy of the fission fragments, according to Einstein's relation E=mc².