Just at the moment, I haven't got the money to buy any supplies, but I DO know of an old car scrapyard, where I could probably pinch a few caps from radios and assorted car parts.
I thought of the possibility of the EM field prematurely igniting the grenade, I suppose it depends on what I put in the grenade as to how bad it would be in an accident, but I DEFINATELY don't want something along the lines of a WP grenade, or high explosive round going off in my face, I had another thought as to an interesting munition too, how about a shell built out of a lightbulb, with a small HE charge at the base, and the glass globe filled with a concentrated acid, sulfuric would be easiest for me, or perhaps a mixture of sulfuric and nitric, as it would perhaps cause runaway nitration on neaby organic materials, leaving potentially explosive residue on the scene, the "fear factor" would also be high as such an acid filled round would certainly be a brutal weapon
The acid round could be built, by filling the bulb with acid first, and then sealing off with something like epoxy resin, then attatching a small low explosive dispersal charge to the base such as a small fused canister filled with a non-EM sensitive explosive, perhaps picric acid or mercury fulminate etc.
Perhaps using a couple of marx generators to launch the grenade, we could acheive a good range before detonation.
I think it would be wise to test fire the acid round as a blank, filled with water and weighted to compensate for the difference in weight between water and concentrated acids, as H2SO4 in particular, is quite heavy when concentrated.