Things To Avoid
Before you look at the diagram below you should know, because I did not, that breathing in smoke from a smoke grenade is not the best way to get oxygen into your lungs. The smoke grenade is essentially a mortar that just goes off on the ground. There are some sparks but for the most part it is just burning some non toxic powder that makes it incredibly difficult to breathe.
Holding the Smoke Grenade
In the diagram it shows that you can hold the grenade in your hand. It doesn't mean forever, so don't. First of all, it is hard as hell to breathe when your holding because all of the smoke is coming directly from you and it and secondly if you have a mask protecting you; you still have a grenade in your hand and you can't see.
Throwing the Grenade Into A Bush
Just because it's a cold burning grenade doesn't mean you can throw it into a bush or on grass, because even if the grenade itself doesn't cause a fire if a piece of debris gets inside the grenade during its burn cycle you could potentially create a new fuse. So don't throw the grenade until you see the colored smoke because that is when it's run through the fuse.