Your friends are right, Chris does not have any sort of mobility aside from ground and back dash, his back dash however creates large distance than it seems. Because he has many versions of his moves, he becomes more situational based character and need to do the right thing at the right time.
Like I said, throwing grenades at the blue is not recommended, and offers the opponent valueable time to regroup their thoughts and plan their offence, or just HERP DERP HAYPAR BEEM through your nades. It is best to throw a M or H grenade while being covered by an assist. Since there is a nade in the field, you are given a fraction of a second to shot one of the guns since the opponent will most likely react to the nade and plan their way through it, or if you are being repetitive about it, they may try to use a teleport or any other manuever to avoid the nade, and you in return must counter that manuever.
A quick notes on Grenade:
L: an obstacle course for the opponent, counters super jumpers and linear air dashers.
M: Mostly for combos since H does better job at chipping.
H: CHIP NADE. It does soo much chip, it even is better for the opponent to block rather than get hit (overexageration, but blocking and being hit with this is almost ALMOST the same)
Note on Guns:
L (Shotgun): It has wide range blast, so it beat regular jumpers like Haggar and DAT PIPE, as well as an anticipation counter to tri jumpers (too slow for reaction counter). It also is used in H nade -> Shot gun set up for chip after downing / snapping the opponent.
M (Machine gun): The ideal full screen ground linear all-purpose gun, it is used with the purpose for the opponent to block and create space, since on hit it does not add that much. With the help of assist, you can push the opponent away full screen with this.
H (Magnum/Mag): The power house gun, and assist killer. You can combo after this shot with jump Mag, dash and jump Mag or Super jump Mag, and does heavy damage. It is not used for chip damage, since Machine gun is safer, and misses some crouchers and short chars like Ammy. Used in punishing punishable Hyper beams like Chaotic flames and Akuma beam.
I recommend experimenting on these stuff, since you always find something new when messing around.
EDIT: Sorry to fail to mention it before, but Tri (triangular) jumpers are characters who can air dash in 8 direction, and hence able to dash diagonally. Using this ability, they can jump forward, then dash downwards towads you. This jump closes the distance quickly, covers space, avoid ground based attacks / projectiles and can mess up with Chris linear / ground based zoning. That is why it is wise to use oftenly the shotgun to discourage them and make them think twice before eating another shell. Sadly, shotgun is not that fast, and often is used on anticipitation rather than reaction.