i dont know about using grenades, but it should be any person´s normal train of thought: enemy uses freezing attack, we cannot approach him - only solution: unfreeze the path towards the enemy.
From there, you´d use whatever means are available. Id say putting some napalm all over the place would have been my first idea. But if grenades are the only thing available, then yes, that wouldnt be hard to come up with, either. You use what´s there. But apparently Inaho is the only person to realize "fire beats ice". Guess nobody but him played Pokemon :/