In Dishonored 2
Spiked Grenade Housing blueprints can be found in a metal crate near the sleeping guard, on the lower floor of Paolo's Apartment, above The Crone's Hand Saloon. Also in the crate, a weird howler monkey (a mascot, perhaps?)
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Monkey in the crate
In Dishonored
Spiked Grenade Housing blueprintes describe a barb-covered casing design that enables grenades to embed in most surfaces. Piero can use this to upgrade grenades.
The blueprints can be found inside a guard station on the way to Lady Boyle's Last Party, or failing that, in the Flooded District in the hallway of Mosley's Warehouse.