Yes it is. A grenade explosion would consist of sharp, rather light fragments as opposed to a ten pound steel bullet travelling at high speeds, and anyway I do not recall any such event occuring in the books.
It takes place in Butlerian Jihad, when Holtzman is testing the shield. Ill quote it:
"...knowing he was inside the blast zone, Bel Moulay rushed back across the walkway. From the other side of the bridge, Norma watched the blinking sphere bounce off the shimmering barrier like a rotten fruit.
A loud blossom of fire erupted insde the open demonstration dome. The sound and the overpressure wave was enough to send Norma stumbling...
Two of the newly installed windows had blasted out in a cloud of of reinforced glass, scattering fragments that glittered as they caught sunlight. Smoke curled upward....
Like a victorious soldier, Holtzman swaggered out, blinking and waving smoke away from his face. He had switched off the shield generator and left the apparatus in the center of the room. Trudging through the wreckage, he appeared somewhat disheveled, but unharmed."
The grenade went off at point blank, and generated enough force to knock people over on the other side of the bridge. Holtzman was unharmed, even though the grenade went off at point blank.