Yeah, but they make you get so much better at using them, since you basically have to plant it directly underneathe them for a kill, or have two within a really good proximity. Fun times.
I'm going to experiment with this, because I may just be mistaken and maybe two of their teammates are throwing greands and they are exploding at once to kill me then. I don't know.
It is not possible to kill someone with a fragmentation grenade if they have full shields. I guess maybe if you bounced it just right and it blew up right in their face it might kill them, but I'm pretty sure it isn't possible.