Which enemies carry explosives that can be blown up with Fuse?
Avent Troopers and Officers, both Advent Mec, Mutons, and Andromedon
Also you can fuse nades on dead bodies
[Edit]
The wiki indicates that Troopers and Mutons always have nades http://xcom.wikia.com/wiki/ADVENT_Trooper
http://xcom.wikia.com/wiki/Muton_(XCOM_2)