It's also good to mark your gear (some people just put electrical tape around something, others will go as far as scratching their name into their gear). At the least, it will help with any confusion. "My grenade fell out of my pouch somewhere in this building. It's got a big peace symbol scratched into the bottom. Has anyone seen it?"
Another thing I see is people picking up a grenade with the intent to give it back to a player at respawn or something. It's really not too helpful, as the person who threw the grenade will not know that you have it, YOU might not even know who threw it, and who knows what will come up in the time until you are able to give the grenade back? You might have gotten hit with the grenade, then pick it up and walk out of the building to give it to whoever threw the grenade, but the person who threw it was shot right after throwing the grenade, and has gone back to spawn already. Thus, you're stuck walking to the opposite side of the field, with a grenade, with no idea who the player was.
I just leave the grenade, or place it in a more visible location so the owner can find it easier.