I couldn't manage to clone myself with a HHG in my hand in such a way that the clone would hold the HHG too.
Also, is it just me or are is your weapon sprite looking like a machine gun when you equip the grenade as a weapon?
Regular grenades, but not HHG, can be set off by mines. So you can kill the sumo wrestler with mustard gas if you feel like it, though that'd be a bit pointless, as his clone downstairs doesn't take mustard gas damage over time... but he may still retain the HP loss of the original, I didn't check.
By the way, donating an active HHG to the Attnam Cathedral doesn't make the Attnamese very happy either.