What did the anzacs use to make grenades?
I could not locate an definitive answer for you on this matter.
I doubt they used grenades.
They actually used the tin cans from their 'bully beef' meals,
and filled them with shrapnel, gunpowder and a long fuse. They
would throw them to enemy trenches as the fuse almost hit the
gunpowder and the shrapnel biits would explode out. This clearly
shows their resourcefulness.