Bug or Annoyance: Grenadiers can cause friendly fire damage to themselves and other troops with their own rockets (the normal ones, not Enhanced Explosives).
Reminds me of something...
Yesterday I had put three Devastators into siege mode and noticed that they constantly took damage.
It seems that one of them didn't manage to fire his projectile over the other two but rather had it explode right in the middle of the group.
Maybe an issue with collision detection?