.. if one of your minions use a Grenade against an opposing minion in combat and the opposing minion plays a Strike: Combat Ends, the damage is not applied and the Grenade is not burned (i.e. your minion still has the Grenade)? The reason for not burning the Grenade is, that the Grenade would be burned in the Strike Resolution phase, but since the Strike: Combat Ends ends the combat, the damage of the Grenade is not resolved and therefore it is not burned.
A similar situation arises with Burst of Sunlight. When one of combatants is using Burst of Sunlight and the other is using Strike: Combat Ends, neither minion is receiving the damage from Burst of Sunlight for the same reason as above.
Reference: VtES Usenet Newsgroup.