First make sure you have a grenade in your inventory. Then proceed to pickpocket someone by simply going into sneak mode by pressing
and then approaching someone from behind and hitting
when close enough, as well as hidden. Then simply select the grenade in your inventory and exit.
It's also worth noting that your pickpocket has to be successful to gain the trophy. If you get caught trying to place the grenade in the NPC's inventory, it will not get transferred.
Best attempted in Megaton, or if you blew it up, it is fairly easy in one of the Rivet City corridors.