There are very few grenade types that get deleted after one use.
Grenades trigger an Ammo Check after every time used (as if they rolled an Ammo Check on the Rapid Fire dice).
Grenades that don't also have the Limited trait or One Shot trait, that fail the ammo check, are used up until the end of this scenario, but will be replenished for the next scenario. Don't delete it from your fighter's equipment. Example: Flag Grenades.
Grenades that also have the Limited trait, that fail the ammo check, are in fact done and get deleted from the fighter's equipment. Example: Vortex Grenade.
Grenades that have the Single Shot trait, whether or not they fail the ammo check, are used up until the end of this scenario, but will be replenished for the next scenario. Don't delete it from your fighter's equipment. Example: Demo Charge.
Grenades that also have BOTH the Limited trait AND the Single Shot trait, whether or not they fail an Ammo check, are in fact done and get deleted from the fighter's equipment. Example: also the Vortex Grenade.