A grenade is a slang term used for a smoking trick in which it allows the 'performer' to obtain a stronger intake of smoke. This trick often requires a fair amount of practice and patience, but once mastered the results are worth it.

Components
1 cigarette or joint - whichever you fancy, cigarettes tend to work better.
A pair of hands

Method
1. Firstly spark up your cigarette/joint, for the purpose of this wu I'll use the word fag, as per usual.
2. Drag on the fag a few times to ensure it's lit nicely and then place it in your right hand in between the knuckle of your little finger and your ring finger. You should now have it orientated so that the butt is pointing into your palm.
3. Roll your right hand into a cylindrical shape with an air hollow and seal up the open side with your left hand. At the top should be left a small hole.
4. Place your mouth to the small hole left and breathe in VERY hard. If done correctly you should see the fag burn down a bit and you should be able to feel the smoke enter your mouth. The smoke will feel a lot stronger due to it mixing with the oxygen before it enters your lungs.

Behold, you've just 'grenaded' your fag and you should be able to feel the nicotine or whatever stronger now. This is useful when having been dying for a fag or when using a little tobacco when rolling.