Yup, you have to go to your Suit slot and cert into Grenade Bandolier. You can then carry up to 3 grenades. But by doing this you will loose Nanoweave/flak/ASC. You can switch out loadouts easily in the game, so it may be worth it in a few situations. When you really do think you'll need those 3 grenades, you can equip the bandolier, when you don't just reequip w/e else you want. Up to you if you think it is worth the certs.