"Breaching" a grenade disarms it, so naturally you will have to wait for an enemy to hurl a grenade to you. Just aim at it and hold . Disarming a grenade is extremely fast, and sometimes you can finish breaching before it even hits the ground. After a grenade is tossed, you have around 5 seconds to disarm it and subsequently loot it for your own use. There are two bosses you can grind this on: Kris, and the final boss.
Kris (Ch. 15), when in the second stage, will begin to toss EMP grenades. If you take him to a sliver of health, he will throw three at a time. He will run and throw a set, and if you managed to not get EMP'd, he will walk a few feet and repeat. On easy mode, it's impossible to die, even if you mess up.
The final boss on Chapter 20 is the other boss you can grind this on. After you kill the twins, down final boss' health by a bar or two so he's dropped his minigun and just run around the area disarming the grenades he shoots out every so often. This is also recommended doing on easy mode.