Simple idea, add a new item that can be worn around the chest/torso called a bandolier. It holds grenade and ammo types only, just like holsters only hold certain items. It also highlights the worn items in your description, just like a holster. Maybe there are tiered types, some that hold a couple and other super tactical ones that hold a lot.
Pros: You look like a badass. You don't have grenades in your pockets. Stops people from stealing valuable grenade items. You don't have extra magazines poking you in the dick while you're hunting for your next mark.