Grenadier

Grenadier is probably the strongest class right off the bat. Not because by the merits of their skills, but of course, as discussed in the grenade section, grenades are the strongest weapon in this game. The upgrades that come out naturally off their class greatly strengthens the already over powered grenades. Their heavy machine guns are really not that reliable because of its low accuracy (the lowest by default, plus their mobility is the lowest too.)

Demolitions Expert vs Heavy Gunner

Blast Padding vs Shredder

Always choose Shredder. Blast Padding will help you early, but its usefulness will drop in the middle of the campaign when mechanical enemy units are here to stay. Shredder severely weakens these machines that they can't fight back especially when you have a well-armed Grenadier. Blast Padding on itself scales well because its percentile (66%) reduction to grenade damage (but the +1 armor is really not sexy at all), however, in XCOM 2 great offense beats great defense all the time.

Demolition vs Suppression

Demolition destroys cover but always remember that there is a CHANCE TO MISS in hitting that immobile large and chunky cover, you really have to ask WHY? Easy, Suppression wins this round because its astonishing aim penalty (-50 Aim) and you can further augment this with other skills (that benefits the Reaction Shot mostly).

Heavy Ordnance vs Holo Targeting

Both greatly affects the chance to hit enemies which is always useful. Holo Targeting may look like the best given its "infinity", however, Heavy Ordnance also affects supporting grenades, and it is always good to further imbue your grenades with great powers. You be the judge.

Volatile Mix vs Chain Shot

Volatile Mix is superb, but Chain Shot is tempting. Chain Shot works spectacularly well when you have scopes, hair triggers, and other PCS that will up the aim, damage, and allows one-hit kills. Chain Shot needs heavy investment to your grenadier, but I highly recommend that you have a heavily modified Grenadier that takes advantage of Chain Shot. If you are low in upgrades and PCS, take the Volatile Mix.

Salvo vs Hail of Bullets

Salvo is wonderful you can demolish enemies in fewer turns especially when you have a Psi Operative that Inspires the Grenadier. Hail of Bullets is definitely a Hail Mary, learn this to your designated Chain Shot Grenadier for maximum effect.

Saturation Fire vs Rapture

Rapture is crazy good with the Chain Shot Grenadier because it allows heavy penalties to targets. Saturation is the better skill because of less investment. It is the safe choice if you are having a difficult time augmenting the Chain Shot Grenadier.