Hey there,
While it's typically not enough by itself to make a build, you can max out your capability with grenades. To make the most out of grenades you'll want to do the following:
Dexterity of 7 - Grenadier and Three Pointer Feats
This will give you a damage grenade every couple of turns I believe, and will allow them to crit. Continuing to increase throwing will give you more crit chance, but practically there is diminishing returns here. Higher dex would also increase your effective throwing but also diminishing returns.
Chemistry - level this every turn until you reach an effective skill of about 125. This way you can make the most powerful grenades.
Temporal Manipulation - this does not necessarily require any Will investment, but level up this skill so you can use the spell from Ethan in the SGS cantina that further lowers all your cool downs, letting you spam more grenades.
But, making and buying grenades is expensive. You'll want good pickpocketing to make huge amounts of money. Lockpick, hacking and mercantile also good.
You may as well invest in traps to make mines. You can blow up your own mines with nades to make huge explosions.
Now, if you really want to take this to the next level, you can add more Psionic. For some of this you will need reasonable Will investment.
Force shield from psyhcokinetics: Block off enemies and make them group up into perfect formation to get blown up by your nades.
Telekinetic punch will also give you a powerful stun when you need it.
Force user feat will increase power of both.
Metathermics has two spells that are basically grenades: A fireball type spell and a cyro orb. Use the feat that reduces the action points necessary if you use a fire spell then a first spell and vice versa. You will need high will to do good damage with these.
You can also use stasis from temporal manipulation to freeze yourself in an invulnerable state while all your cool downs and psi points regenerate!
Throwing knives with Fatal throw are a nice bonus for finishing off weak enemies as a basically free move every turn.