[Suzerain of Sheol]

They are essentially NNEMPs, yes. The electromagnetic discharge just happens to sever the connection between possessing spirits and their hosts in this verse.

And as far as I'm aware, EMPs work to neutralize to the electronics in underground fallout bunkers, so a wall of earth wouldn't be particularly effective.

On the contrary, the stairs underground lead to a separate dimension of this hellscape, so passing that threshold will certainly provide the simplest available means of immunity.

(grenades like that are very much a last resort in situations like this thanks to the consequences on allied electronic equipment. Thomas' electro tentacles are fried and his synthetic hearts are all messed up at the moment, if any of our mechanical geniuses want to take a look at him... :P)