Not actually Anglo-Zulu War but close:
On 8th April 1879 during an attack on Morosi's Mountain, South Africa, Sergeant Robert George Scott, of the Cape Mounted Rifles, volunteered to throw time-fuse shells as hand grenades over a wall of stone barricades from behind which the enemy were bringing heavy fire to bear on the Colonial troops. Sergeant Scott made his men take cover in case the shells burst prematurely before making two attempts to throw shells over it. At the second attempt the shell exploded almost in his hands blowing his right hand to pieces and wounding him severely in the leg.
Sergeant Scott was subsequently awarded the V.C. for his actions.
Dynamite was used against the Zulu hold-outs in their cave positions in September 1879.