Juan, Carlos and Max have used granades in different occasions, Juan to kill a a bunch of zombies coming towards the group, Carlos to commit suicide because of his bite and Max when he blew a bunch af cars blocking the way to the Interamerican road. It´s unknown how many granades the group has since the group haven´t been seen collecting granades but it is possible that the group took them from Rick´s US military bag or that he gave them to the group in an unseen moment