Originally Posted by pacokorn77
Your last collectible will be during the final boss fight, which is the final grenade expansion. You might be able to earn it beforehand, but as of right now, you must go into the final boss fight to earn this achievement. The game does not save after you've beaten the game, so obtaining the grenade expansion won't do anything for you other than a refill and give you the achievement, if you have everything else.
I got all 30 grenade upgrades before I did the final boss fight. Dont exactly know how I did it, but you can do it.