I was running across the river after a retreat was called and had just lost my gun. I was in crit and pretty sure that if an alien so much as touched me I'd die. So when a drone of all things ran up to finish me off, I naturally missed most of my shots with my pistol and decided to just set off a grenade and hope I could take it with me.
The drone, of course, ran away. I was now left with a live grenade in my hand and a renewed will to live. So I tossed it up towards the drone, right into a group of retreating marines that I noticed a few seconds too late. I passed out and got dragged away by a medic after that, so I've got no idea how that turned out for them, probably poorly.
I don't really bother using grenades much anymore.