I'm actually working on a Grenadier character right now. He's not very far into the game though.
I built mine by first picking the Ranger preset charactrer, just to get a bow to start out with. I didn't touch the starting attributes because they are not actually critical for a Grenadier. For Abilities, you'll want to make sure to take Crafting and Scoundrel, and Talents you will want Pinpoint. For my second one I took Avoid Opportunists because I didn't see anything better.
Starting skills should include Walk in Shadows, because you'll be needing it in Cyseal to steal all the Empty Bottles you can get your hands on. In the tutorial dungeon, pick up some candles so you can later throw them onto puddles created by your oil flasks to set them on fire without using a grenade.
Skill-selling vendors tend to also sell grenade components, they're not too expensive, so pick those up if you can. Water Balloons are hard to craft and Smoke Grenades impossible to craft so be sure to buy those as well.
At level 3, put a point into Man-At-Arms and take the Slingshot Talent and you should be set.
Key recipe:
Empty Bottle + Barrel of Oil = Bottle of Oil
Bottle of Oil + Fuse = Firestorm Grenade
Rope + knife = 2 x Fuse.
Firestorm grenades are easy to make at the start, but the weakness is that there are only so many empty bottles, so don't burn your whole supply in Cyseal. That's one reason to take a bow, to contribute damage when you don't need or want to use grenades.
