Assuming a grenade or a fireball hits, and the roll is exactly 3 so it's on-target:
Is there a Reaction+Intuition to "protect yourself"? (like a D&D reflex save) or do you auto-hit and proceed to soaking damage?
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Run & Gun adds several interrupt actions and one Edge action that are applicable to defending yourself or others against grenades.
If all else fails, there is always Edge.
Lucky Duck, Page 126
A character can spend Edge for a teammate for the purposes of avoiding an incoming attack. It costs two of the character’s Edge points, and the teammate must be within range for them to see what is coming and warn their teammate (this includes commlink messages as well as audio and video systems). This ability is used after an attack has been declared to make the attack miss.
You can't really "dodge" a grenade attack. The attacker isn't really trying to hit you with the grenade. They are trying to make the grenade land some place near you. This is why the threshold for successes is not dependent on the person being attacked.
That being said, it is still possible to mitigate the effects of the grenade before it explodes. There are a couple of ways to accomplish this. As stated by Dyndrilliac already, the Run & Gun sourcebook has several additional interrupt actions that can be used when you are in the face of a grenade attack.
Also, the method of detonation can leave you some options. If the attacker has set the grenade to go off via a timer, then there is a high chance that you will get to act at least one more time before the grenade detonates. This will allow you the opportunity to run. This is dangerous, as the attacker could just as easily be set up to detonate the grenade via wireless link.
In regards to your question about whether or not it is "auto-hit". I wouldn't look at it this way. Again, the attacker is not attacking YOU per se. They are throwing the grenade and when it explodes, your proximity is what determines the effects.