This can be done pretty much anywhere, with groups of 6+ enemies being very frequent, and the explosion radius of grenades being MASSIVE. Make sure you have some grenades first (they're below you're purple money in the top left) and then use while aiming in a direction to throw the grenade. You automatically chuck it to the edge of the screen, so you will want to throw it if you see the first couple enemies in a group coming toward you. Grenades are very common, so there's no real reason to not throw grenades frequently, as well.
Do note that this achievement is pretty much given to you near the end of the first mission. After doing the minigun sequence, you'll hop onto a dumpster with a three pack of grenades and a ton of guys on the other side of the fence. Toss a grenade and you'll kill at least 6 of them (probably closer to 10)