In order to reflect enemy grenades, you'll first have to unlock the Grenade Tennis perk, which can be obtained in the first tier of John Marshall's Kill & Destroy project tree. In order to unlock John Marshall's projects, you'll have to complete the story mission Blackout, which you'll likely do very early on.
The perk costs 1 project point. You'll earn these points often by doing various things in the game. They will come frequently just by playing the game naturally.
Once you have the perk, simply go to an area with several Goons and wait for one to throw a grenade in your direction. Once that happens, click the
to do a melee attack. If the attack connects with the grenade, you'll get the achievement. Since you'll probably have thousands of grenades tossed at you while playing this game, you'll have no shortage of chances to get this achievement.