Pass-Through Rifle Grenades
 

More and more often (especially with French and Italian rifle grenades), the bullet that actuates the grenade is a standard bullet that passes completely through the rifle grenade to arm and fire it. What's the chance of that bullet hitting anything? (I would guess you might need to fire the grenade directly at someone to hit them, but that's a bit of overkill...)

To my knowledge rifle grenades are relatively slow moving projectiles and at anything resembling a decent distance, need to be fired indirectly.
At least that's my personal experience with them.

I think FN or Mecar makes one that can be shot through like it's not there, then pull a pin to fire the grenade next trigger pull.

It is very limited. The FN "bullet through" grenade must be elevated significantly so the bullet would be headed skyward on firing. The Mecar, Lucaire, Czech, and Polish grenades are all "bullet trap" designs which use steel washers in their base which crush, and as a result, catch the bullet in their base. I can tell you (from firing my buddy's older Energa blank fired 7.62mm practice grenade) that they kick like 12 gauge shotguns when shot from the shoulder. The bullet trap grenades are also supposed to kick like shotguns. The "bullet through" grenades are supposed to be pretty easy to shoot though.