This Thermite grenade was mainly used to destroy equipment. As Thermite would burn up to about 3000degrees Celcius, it was perfect to destroy field guns, vehicles and other. The body looks the same as the US smoke grenades, but has no emission holes. The fuze was a 200-serie.

Description copied from FM 23-30-1944 :

This thermate-filled grenade is similar in size and shape to the irritant gas hand grenade CN-DM M6. It is equipped with an M200A1 igniting fuze. After a 2-second delay, the thermate ignites and burns for 30 seconds or longer. A clamp of strap metal is furnished with each grenade, into which the grenade can be placed to keep it from rolling over when it ignites.

The two photos below (© Cory) show an old and a new type.

Below : These grenades were shipped in a cardboard tube. Photos show the markings on this tube.