In Gears of War 3 for the Xbox 360, a lot of the unlockable characters in the game are unlocked simply by leveling up your character.
To unlock Locust Grenadier, you need to reach level 39. You gain experience for leveling up through all game modes, offline and online, so just keep playing and gaining those levels.
Check out my other guide for more unlockable characters in Gears of War 3.
