Slag of course is important and becomes increasingly so as you go up ; but as Random mentioned, grenades won’t cut it for fast movers like rabids and surveyors or long targets ( turrets ).
I’ve used Magic Missiles a lot on the Peak and have even gotten good at slagging surveyors with them but a slag gun is much more reliable and efficient.
Turrets are a specific challenge ( on the OP4 run ) as you can’t really face tank them and if you don’t slag them, they will literally regenerate faster than you can damage them if using a weak gun.
This kinda means a Grog ( not my fave but sometimes needs must ) and a slag Pimp or Snider, at least from my view ; and grenades will be for control ( Quasar ) and/or healing ( Chain Lightning, Quasar, Storm Front or your trusty transfusions ).
A Hyperion shotgun is great for surveyors by the way - if you find a slag CC or Butcher keep it just for them!