"A heavy, translucent egg-shaped device."
When thrown, grenades in the Phase Shift family make everything around the spot where they land phased.
MK I grenades affect a 5-tile-wide area and last 9-11 turns. Presumably mk II and III grenades exist as well, like with other grenades.
Throwing one at a wall lets you walk through it, or throwing one at yourself lets you walk through walls (as long as you don't also hit the walls you want to walk through). Be careful; if you phase out inside a wall or a wall phases out around, you die.