In Rydberg Reactor there are plenty of aliens behind the final door. Wait for it to open and toss immediately. This also works with the stun grenade for the Electro-Stunned challenge, which you can carry at the same time as the Freeze Grenade (stun grenade is part of the Prototype Assault Rifle, not an Equipment item).
A slightly less subtle strategy involves getting surrounded, then dropping a Freeze Grenade right on yourself. This works well on Deima Surface Bridge, where Drones show up in droves.
In Timor Station, you'll encounter Harvesters with multiple Harvester spawns nearby. There is slightly less chance of dying as Harvesters do not directly attack you; however, Harvester spawns in large numbers are still dangerous. Just remember that they jump in a straight line.