If a Zombie somehow could become a Spearer or Grenader, would this kill normal and neutral lemmings, in turn? 
Probably not, honestly. For the reasons you stated, plus I think it's taking the idea a step too far.
Also, even from a point of view of "we probably
shouldn't do it, but
can we?", I don't think there is a way to know
which projectile was thrown by
which lemming - only that projectiles exist, and we now have a way to track their location relative to the lemmings onscreen. The potential amount of work that would be required to implement "this particular projectile was thrown by this particular lemming" is way more than the idea justifies, and would probably be very bug-prone. One thing I've learned through SLX development is that it's often the little ideas that don't seem like they'll be much trouble that end up causing the biggest workloads and generating the most bugs!

Meanwhile, from a conversation on Discord:
Does it seem weird that the grenade will blow up the lemming only by grazing it?
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I feel like the grenade should pop the lemming on contact and have no further travel.
I tried this, and it does work; if the grenade checks for hitting the zombie map, the grenade explodes first, and then the zombie explodes on the next frame. So, the grenade's explosion, and resulting destruction mask, applies at the point of it contacting the zombie rather than continuing "through" the zombie to hit whatever terrain is on the other side.
I'm honestly not sure which I prefer. Conceptually, it does seem like the grenade exploding on contact with the zombie makes the most sense, but we need to take into account that it potentially nerfs the skill's destruction radius, which I instinctively don't like.

Fig 1 - The destruction crater if the grenade detonates on contact with the zombie

Fig 2 - The destruction crater if the grenade continues "through" the zombie and detonates on contact with terrain - note that this is from the same replay, but without the "detonate on contact" behaviour
In both cases, the zombie explodes as soon as it detects the presence of the projectile, and its own explosion doesn't affect the surrounding terrain at all.
I could do with some input on this one. The idea itself is a single line of code to implement, but since it's a skill-and-game-affecting change, it comes down to whether or not we want it. Thoughts?