*Someone* (he probably got a neckbeard) told me you wanted some more crits:
If I were you, I wouldn't use the sphere primitive for the main part of the Thermal Detonator.
Using a cube primitive and subdividing it twice (or more) will give you the same shape but better topology for unwrapping and ingame (because usually it's less tris).
For the unwrapping, I'd unwrap the top and bottom halves of the grenade as separate islands.
You've done that already on your second approach, however I'd do it like this (cause pics are awesome):
I basically project the top half from the top (then relax it, Maya has some function like that, too) and the bottom half from the bottom (and relax again).
For the second approach I cut the sphere at some places for better projection (you can see the squares at the island borders are more like squares in the second approach), however, this is not as good performance wise (although in this case it's negligible) and could create seams you don't necessarily want.
I'd remove those small cylinders on the equator and either bake them on via high-poly or just texture them on (possibly with a normal map created by nDo). The larger cylinder further up on the sphere could stay there, however, the small detail on it can be removed. So it's just a cylinder with its bottom capped. You can texture the rest of the details on.
The Imperial Detonator looked good, what's happened to that one? Did you try baking it (if you have UVed it already)?