Paulus Borisho, 55, was in his kebab shop around 50 feet away, and the explosion made his windows shudder. He ran outside to see a thin column of black smoke rising. Mr. Zuniga lay on the bike path, curled on his side.

Like many of his neighbors in Varby Gard, Mr. Borisho had sought asylum in Sweden to escape a war. He knew what a grenade sounded like. As a commando in a Lebanese militia, he had handled grenades, and remembered the strict protocols he complied with, locking up the weapons for safe keeping the minute he returned to camp.

That a grenade should be found on the sidewalk outside a kebab shop, a few steps from an elementary school, was difficult for him to take in.

“Now, when I think of the future, I am afraid,” he said. “I am afraid for Europe.”

Illegal weapons often enter Sweden over the Oresund Bridge, a 10-mile span that links the southern city of Malmo to Denmark. When it opened, in 2000, the bridge symbolized the unfurling of a vibrant, borderless Europe, but in recent years it has been more closely associated with smuggling, of people, weapons and drugs.