Grenades aren't intended to be kill or breach devices like you see in movies. While they do explode, they do so in such a way as to shred the outer casing making it such that it creates lots of tiny, sharp fragments (hence the name, "fragmentation grenade") which then injure and disable people.
The explosive power of a grenade is rather minimal in the grand scheme of things and unless you are right on top of it or just take an unlucky hit from a piece of shrapnel, you will survive but be injured. The intent, then, is that other people will now have to help you, so injuring one person disables two to three people from the fight.
Go to the instance and sign up for it, assuming they have open sign ups.