Instead of the right trigger, which is used to fire the other weapons, the player throws a grenade with the left trigger. The grenade is only launched when the player releases the trigger, so that it can be cooked to explode earlier than normal. If the player doesn't release the trigger in time, the grenade explodes in the player's position, dealing him just a slight amount of damage. This way the player can use a grenade to get rid of zombies crowding him.
Visually, grenades were given a red "aura" because otherwise they wouldn't be easily visible at night. Also, I used a nearly untouched stock particle effect from the Mercury Particle Engine for the explosion.
Video here: