Actually, in the US military cooking grenade training taught from the beginning, in basic training. It's a real-world tactic that is very effective.
In not just WWII, but other conflicts it was a very common practice in clearing bunkers, pill-boxes, fox holes, rat tunnels and MG nests. If the greandes were not cooked, that gave the enemy time to run or throw it back. (very risky)
Now, that being said- it doesn't mean I like the UO version of the suicide bombers- pull the pin and run into 2 or 3 enemy.