I'm playing an infiltrator in Mass Effect 3 multiplayer, and I want my sticky grenades to be very damaging. Does anyone know?
Yes, power damage bonuses are applied to grenades.
You can actually see this happen - the damage numbers displayed on the upgrade screen are updated when you take power bonus upgrades. So if you have some level-up points to spend, you can check the amount of damage that your grenades are doing, take an upgrade that provides a power damage bonus, and check the grenade damage again. The number will have increased. (If you're unhappy with what you see, make sure you undo the changes before exiting the powers screen!)
I used the method above to verify that power damage bonuses applied to the cluster grenades on my Drell Vanguard. I don't have an Infiltrator in a state where I can check the sticky grenades, but I can't imagine why it would be different.