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I do have a concern when I'm up against stronger aliens. You have alien grenades for the harder ones, or bigger rockets but not stronger proximity grenades. Perhaps a chance here for that, using alien alloys to make alloy proximity grenades, or Elerium for Elerium Proximity Grenades.
I will think about some others and let you know :-)
Well you also loose a lot of loot due to how you use the grenades.
Use a spotter, let your men still in smoke let shoot the spotted (with Rifle Snap or Autofire or Sniper Rifle), with draw the spotter back into the smoke screen to keep him save.
Using proxies works for now, but you need real teamplay within your team to survive Mutons and especially their Terrorunits.
I think you should turn of "Instant Grenades" and play normal
Grenade relay is often very useful, it also limits the usefulness of grenades a little bit since you do not get direct results.
I usually use grenades as a weakening option on enemies I can not kill in the current turn. As I told you before, X-Com is like chess.
Also I really recommend burning turn 1 and debark completely on turn 2, your soldiers can run! (Alternate Movments Methods) They still can exit the Skyranger and can fire use this to your advantage.
My troops usually get clustered around the landing gear, thats a grenade magnet of course, but with smoke and killing all visible aliens nearby the chance of getting grenaded is really really low.
And you start turn 3 with all your men ready to shot (probably kneeled also), so your TU potential for killing is much much higher (more TU to shot).
I always do it like this and in 99% of cases it works and having a cleared landing zone free of enemies on your turn 2, will let you scout quicker on turn 3 and kill more.
Even on 60x60 maps with Drones/Tanks you can mostly clear the outside within maximum of 7 turns, you just need to see the aliens, know were they are, artillery can take care of them.
You really should at least try to repair the tanks at base, the can still be used for base defense (as long as they have ammo!).
I will add some upgrade options for Tanks, so a Tank Canon can be made in a tank Laser Cannon and then be equipped with HWP Alloy Armor and becoming a Alloy Tank/Laser Cannon (which can fire 2 3 shot bursts of a powerful Laserbeam (doing 100 Damage).
Currently you have to build a completely new Tank, but upgrading them seems the better and more cost effective way i think. I always ended up selling the initial tanks once ig got the Alloy Armored ones.
Ok long post