Very intermittent Collsion with grenade projectile and room with mesh collider.

I've set up a scene- it's inside an office tower, with rooms etc. It uses a normal mesh collider. I also have projectiles working- grenades, to be exact. They are Instantiated- and given a rigidbody relative force of 100. They weigh 0.17 kg in a to-scale setup.However- the collision is intermittent. Sometimes the grenades (They use a cylindrical mesh collider) hit the walls, floor or windows with no problems. However, sometimes the go straight through the completely solid objects. This doesn't happen when other objects are marked as 'Convex', but for a room, I can use that option. How do I stop my grenades flying through solid walls?