Ehh?? There are several problems with the scenes. An automatic rifle cannot destroy an entire stone or brick wall like that.
Dropping a grenade while falling, it would hit the ground at almost the same time as he does, so he would get hit by the frags too. If he threw the grenade so that it reached the ground faster than he does, it would still not leave enough time between the explosion and when he touches the ground. It's like half a second. Grenades have a delay to allow sufficient travel distance between it and the thrower, to avoid being injured. Even if it does explode while he's in the air, the frags are omni directional, including straight up. He would still get hit. Well, unless he used shield magic. Still, it would have made more sense to toss the grenade outside while they were still inside the tower, instead of jumping straight down into a group of enemies.