Do I need to sacrifice again if I copy Goblin Grenade?
No, you do not need to pay additional costs for a copied spell. A similar example of Fling exists in the comprehensive rules, that is close enough to Goblin Grenade for illustration purposes.


  706.10. To copy a spell or activated ability means to put a copy of it onto the stack; a copy of a spell isn’t cast and a copy of an activated ability isn’t activated. A copy of a spell or ability copies both the characteristics of the spell or ability and all decisions made for it, including modes, targets, the value of X, and additional or alternative costs. (See rule 601, “Casting Spells.”) 
  
  Example: Fling is an instant that reads, “As an additional cost to cast Fling, sacrifice a creature” and “Fling deals damage equal to the sacrificed creature’s power to target creature or player.” When determining how much damage a copy of Fling deals, it checks the power of the creature sacrificed to pay for the original Fling.