If it comes in grenade format the Salarians are all over it.
They do have a handful of gas-type grenades (nerve agents, choking, smoke) and a sort of oxygenation fuel-air explosive.
The main problem with gas-explosive grenades is the stability of the liquid inside. Of course, there are materials (potassium comes to mind) that will just fucking explode if you think about them wrong.
Not to mention, of course, Leng and his crazy astitine explosives.
Purge the alien. Kill the heretic. Suffer not the witch to live.