Grenadier is a beast in pve. I haven't used the vex personally so I can't recommend on what subtype of fusion rifle would work best with this. Although slow charging high impact with boosts to range seems to be a good bet. Lastly I think a rocket launcher with tracking would be your best bet at long ranges.
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Well, I was thinking of actually using either my Jodher's Hammer or a Against All Odds (when I have enough marks).