[Ultraviolet]

Over my years of playign GURPS I've seen a little grenade use but nothing al all when compared to gunfire.

In SPECOPS we used them sparingly at first, perhaps due to the issues described about inaccuracy and inefficiency.
One mission however, inside a large building complex, one of the SEALs threw an unarmed smoke grenade into a room with hostiles, and when they ran out we shot 'em. He picked up the grenade and used it again during the same mission.
In later years, when we had gone dark and played ex-specops mercenaries instead, another character of mine used grenades generously when storming rooms. Mostly is was of no use if the rooms were empty of hostiles. On one mission, to retrieve or sabotage some stolen missile guidance chips the GM rules that my grenade into the warehouse ruined the chips, and we only got reduced pay for only achieving the secondary objective.

In Cliffhangers we had once just escaped from being bound up in a shack on a plantation on Java. Then enemy noticed this and threw a grenade inside. Everybody but one jumped out windows, but the last character picked up the grenade and tossed it outside. Then we all leapt to our feet and jumped inside again, only to exit once more after it went off.
Another time a character chasing a civilian possessed by a spirit-alien or whatever tossed a grenade ahead of them, but misjudged the speed vs. fuse time so it exploded when he was close to it, not the possessed guy. He did that twice.