The answer is really simple

You have to use many grenades, you need to use it as the core of your strategy and tactics, your kill rate will go through the roof, you will no longer be disappointed and enraged by the insane RNG in this game and you will no longer be risking your team members lives and having many KIA in missions because of bad RNG. It will also have the added side benefit of less wall hacks that also ruins immersion.

As a part of this small simple secret.

You may also look at rarely using OverWatch as your main strategy, as it is very weak and you should only really use it in really specific situations where you know an enemy will make a move on one of your guys and this will actually work to cover them. But if you just put all your guys into over watch, it will just be a huge disaster and RNG will ruin your gaming.

The other part is to remove the turn Timers with a mod, that way you can take your time and really take care of your squad and not be ARTIFICIALLY PRESSURED and rushed to expose your squad unnecessarily to danger, which is further hurt when you don't use many grenades that guarantee kills much faster and more efficiently and reliably than using your guns.

You can download mods that make grenades more realistic by letting you carry more than one. If you feel that is too much, you can use the legitimate game mechanics to train more grenade guys and put points into having more grenades that way.

This to me, changed my experience completely in this game.

It is sad that the game RNG is so bad that guns are so useless in the early part of the game and unbalanced compared to grenades. But at least now you have a solution and you don't have to suffer to RNG any longer, because grenades you can count on.

Note: this is for Vanilla XCOM and for noobs like me who struggle and have a lot of bad RNG and just need a little advice that will help them get going.