I wanted to throw a grenade to the alien to the left. My soldier was in front of the door (where the blood stains are). The throwing indicator did show a big red 0%, but I decided to go for it anyway. The grenade exploded against the door and see the result below
I managed to throw a suppression grenade in the center of the room before, so it must be an angle issue.
Also note how the grenade destroyed the two walls next to the door, but not the door.