I'm a little of both minds on this, and it has actually come up in our advanced group a few times now...
How we resolve this is as follows:
If the explosive charge is detonated by: pressure, or heat.
If the barrier rating of the grenade is breeched, it goes boom. Target takes damage from the grenade ONLY, not the bullet. (This is to comply with SR's "no double dipping damage" rule)
If the barrier is not breeched, the grenade resists damage from the attack as normal, if 3 boxes of damage are done, the explosive is disabled and can not detonate.
If the explosive is detonated by some other means: water, air, electricity, etc...
The best the shooter can hope for is disabling the grenade...
This makes it possible to turn 'naders into a deterrent for groups, as now that 'nader is a possible ground zero for friendly AOE damage (ouch!), as well as giving some of the insanely high rolling gunbunnies a use to make them feel bad-ass (as the modifiers to hit a tiny, moving target, at range, are insanely high)
So far, it has worked well: But remember, "Good for the goose..."