The best place to attempt this is during Chapter 22 - The Dreamers of the Day. As you progress through the level, you will come to a bridge between two towers that you need to cross. There are several places to take cover on the bridge and a load of enemies on the other side that will toss lots of grenades your way.
Take cover on the very left side of the bridge and start throwing back grenades. You should be able to get this fairly easily after a few attempts. You can reload the checkpoint as many times as you need, and you'll start at a point just before the bridge so you can try it again.
This is also a great place to get the following trophy, so see my other solution for that:Note: This trophy will unlock immediately after getting the double kill.