Grenade jumps are a great way to gain height, especially if you have multiple jumps. To do them, you have to press jump and grenade on the same frame. Keep holding your buttons until Ori slows down. It’s recommended to set up a bind to do them more consistently.
If you release your inputs, Ori will throw the grenade but it’s actually possible to cancel it.To do sot, keep holding your grenade input but release your jump and input a new jump (you can input the next jump even if you do not have double jump). When canceling the grenade, your energy will be refilled but you need at least 1 energy to do a grenade jump nonetheless.