Edwin Sarkissian, a YouTuber, shot an actual hand grenade using a Walter P-22. The grenade he has been firing at was a demilitarized grenade whose bottom was cut open, and all the gunpowder had been taken out of it. Upon shooting the grenade in the first attempt, no harm came to it. The bullet hit it and bounced back.
Sarkissian attempted hitting it again 2-3 times, however it went in vain, and the bullet kept bouncing back. He changed the weapon and the bullets for another attempt. This time, it was 1015-grain full metal jacket and a Glock 19X. The bullet broke the top off the grenade.
Shooting the hand grenade with this weapon didn’t do anything to the grenade either. The outer body of the grenade was not damaged. However, the inner material of the grenade started dropping off. Watch this video to see how the experiment went.