I don't know by heart the type of message that is fired when a grenade explodes, but if I were you, here's what I'd do:
First, I'd download PMTools (get it from the filebase) and I'd set it to log all network messages to a text file with full details on.
Then, I'd run a game, spawn, buy a grenade, throw it, let it explode and after that I'd quit.
All the details about the network message that is involved when a grenade explodes will be in the PMTools log file you specified.
Then, in order to know how to hook a network message, I'd just look at the PMTools source code, since that's basically what it does