Grenadiers are a specialized type of enemy. The fancy hat and kilt are the big give-aways. They possess 2 unique attacks: a Slam attack and a grenade lob.
The Slam attack is telegraphed by a wind-up animation and a yellow triangle appearing above them. If it hits Connor, it will do lots of damage and knock him down. If this attack hits a foe then it will instantly kill them.
They are immune to counter-kills and end kill streaks with ease. If you can get behind them, then you can get an instant kill. Otherwise it is best to perform 2 Weapon Swipes to take them down and then pounce on them. If you can counter-disarm them then they become vulnerable to counter-kills.
They are a bit slower than Connor so you can outrun them. Grenadiers cannot climb either so it very possible to get out of reach and finish them from a rooftop.