Grenade jumps are a great way to gain height, especially if you have multiple jumps. To do them, you have to press jump and grenade on the same frame. Keep holding your buttons until Ori slows down. It’s recommended to set up a bind to do them more consistently.
You can perform grenade jumps with grounded jumps as well as double jumps. Grounded grenade jumps let you go higher while aerial grenade jumps give you a lot more horizontal speed.
If you release your inputs, Ori will throw the grenade but it’s actually possible to cancel the grenade throw. To do so, keep holding your grenade input but release your jump and input a new jump (you can input the next jump even if you do not have double jump). When canceling the grenade, your energy will be refilled. You still need at least 1 energy to do a grenade jump since your energy will be consumed when you press grenade.