One way of balancing them is have a chance modified whether the grenade will become a "dud" when thrown or not. Investing points into this skill reduces the dud chance?
Sounds interesting but there is a problem with that: other party member might never use grenades again due to the small chance of success which would reduce the overall freedom and the range of viable possibilities in combat.
So such a mechanic might benefit the rogue but on the back of all the other party members.