Despite its crunch, the game encourages narrative solutions to these sort of problems. That failed grenade roll should have some massive implications. What would be the most interesting? Does it go off next to an airlock on a ship? A fuel container? A friendly PC? All of these are possible, though you may need to spend a DP or 2 so that your players don't feel like you're being overly cruel.
The only unacceptable answer to your question (IMHO) would be that the grenade goes off in a corner where nothing happens.