(Sulfur for traditional gunpowder is, unfortunately, out of the question. Charcoal is a less unlikely supply, but I'm not sure how much of a kick just the two have.)
He does have sugar, so AFAIK he could technically make smoke grenades, though I'm no expert on any of that. At all. In any way shape or form. (I'm not sure if he would be, either-- one of his parents was a scientists, so he knows basic stuff like gunpowder and some more common chemicals, but generally he's had big high-tech weapons in the past.)
Searches: Homemade weapons, homemade explosives, saltpeter explosives, saltpeter and sugar, potassium nitrate (Google); Potassium Nitrate, Gunpowder (Wikipedia). Found this site in one of my google searches, but it's not helping much beyond smoke grenades and applications for the other less-than-friendly things the character's found.
Thanks in advance~