Just what the heck are you doing with a grenade? Do you have a death wish? If you really want experience with grenades, join the army or the marines. In the mean time, if you have a grenade in your house, turn it into the police and tell them that you found it, or you WILL spend some time in jail.
No, you can never drill a hole in a grenade...but...some can be disassembled. If it is a fragmentation grendade...if it looks like a ball or a pineapple....the top portion of the firing mechanism has a spoon and a safety pin, the firing mechanism can be unscrewed from the grenade and the powder can be removed from the grenade. However, the initial charge in the firing mechanism is still dangerous. The older a grenade is the more unstable it is...best suggestion would be to place outside, away from people and structures and report to authorities.