So Left and Right on the D-Pad will cycle through your grenades. Often, I find myself going for the Scatter Grenades simply because of how powerful they are. Sometimes switching to those grenades as soon as you pick them up can be beneficial, and the faster the better.
Here’s a suggestion for the Up and Down D-Pad buttons: Pre-emptive grenade cycling. Up scrolls to the right and Down scrolls to the left as soon as you pick up a different grenade that you don’t already posess.
If you have any other suggestions, feel free to post them here.