I think the best answer, which can be drawn from the movies themselves, is that it is the best tactic. We see the Clones kill tons of Jedi in Episode III, inside their own temple. In the brief look we get at this attack, we can assume it was a surprise attack, and the Jedi may not have realized it was an assault until the shooting started, since Anakin was leading them. In the one shot we see of them actually killing Jedi in the temple, they appear to be surrounding them and shooting them from all angles. They're simply overwhelmed, and unable to properly block so much laser fire at once. Though it does lead to casualties, I think that's just to be expected in the eyes of the Empire or any other enemy force. Jedi are pretty much the most dangerous fighter you'd face in any battle situation, and in terms of military strategy, the losses would be seen as justified if they managed to take out a Jedi. In the case of the Clones, I don't think Palpatine particularly cared about them beyond their usefulness as tools for overthrowing the Jedi. He probably wouldn't bother assigning anyone to create better strategies for killing them when he has millions of soldiers at his disposal. In general, Palpatine doesn't care about anyone but himself, and everyone else is expendable if they serve no further use to him. Same with a crime lord like Jabba. He only cares about his own survival, and doesn't care about the loss of mercenaries that can be bought for fairly cheap. Outside of the prequels, there really aren't a lot of Jedi left to deal with in general, so the explanation there would be that there isn't much point in dedicating extra training for it if there are pretty much no Jedi left, and you can overwhelm them with large numbers regardless.
As far as other tactics go, throwing a grenade (thermal detonator) would probably lead to it being force pushed back at you, killing you and your fellow soldiers. There aren't a lot of other weapons shown in the movies themselves, but even in comics, video games, books, etc., where more liberty is taken with the available technology, Jedi are usually able to avoid being killed by other kinds of weapons by outmaneuvering, force pushing, or blocking/reflecting them with their lightsabers. Overwhelming force or luring them into a trap are really the only methods that have a major effect, unless you know a dark side user who can take them on in an even fight.
I understand your point about in canon explanations, but I don't think there really are any, at least not from what I've seen. But I think you can infer from what we see in the movies that most Jedi are simply too dangerous for most of the other potential methods to be effective. The best solution really is shooting at them. You're using a long ranged weapon, and there's at least a slight chance you may land a shot, especially if you have help. It's a better tactic than nothing I suppose, when facing an enemy that is extremely dangerous, but also fairly rare.
One last point I have is for the separatists. More advanced weapons did exist during the clone wars, but they likely weren't widespread because it would cost more money than continuing to mass produce the designs they already ahd. A lot of Jedi actually did die in the clone wars simply because they were overwhelmed by laser fire. The best example of this is in Episode II, where 200 Jedi went to Geonosis and fought in the arena. They are overwhelmed by the droids, and are shot down until there are about 15 to 20 of them left at most (it's never stated in the film itself that there are 200 Jedi, only in expanded material, but even without that number, there are still a lot of them onscreen). Jango Fett was even able to kill one at almost point blank range, which I admit is dumb, but his blaster fires pretty quickly, so it was enough to overwhelm the Jedi. The battle of Geonosis shows that it is an effective method, you just need a lot of guns, and preferably an enclosed space where you can surround them.
