A couple things on this.
1) let me see if its already done. I remember some bombs from my WWI. I just can't remember if its grenades or actual bombs.
2) There is a min size that it has to be inorder to export into CFS2. A german "Potato Masher" might work but a "pineapple" granade might be too small. Allen or one of the others might know and be able to explain it better.
If this is the case, then there is a work around for it. If you take a single plane poly and map the texture of the grenade to it. Then you could Alpha out the unneeded parts and still have something that can be exported.
Let me look and see what I have.
ShpHawK,
Let us know what you come up with.
'til Later,
John