Aeolipile
An aeolipile is a steam engine powered by rocket propulsion due to escaping steam.
Oliver Farrel used a grenade-like 'Aeolipile when trying to capture Tymolin Loneglade. In the short story "The Mirror of Yesterday" in The Colors of Magic anthology, a Stromgald assassin, disguised as a Kjeldoran healer, killed Sabra with an Aeolipile.