In 'First Contact', the Borg were able to quickly adapt to phaser fire, even those with the adapter modification chip added, and take over the ship. Why not then transition to photon grenades while fighting deck to deck? They had them available so why not use them in defense of the ship?
Phasers were the most common and standard directed energy weapon in the arsenal of Starfleet and several other powers. Most phasers were classified as particle weapons and fire nadion particle beams which the Borg easily countered with their frequency screening personal shields.
Photon grenades on the other hand are short-range, variable-yield explosive devices. Photon grenade's main destructive potential lies in over pressure air blast (blunt force), as well as delivering a powerful electromagnetic pulse. At low levels, they're capable of delivering a wide-area stun effect; at greater levels, they provide a lethal pulse. http://en.memory-alpha.org/wiki/Photon_grenade
As example of their availability on board; In 2367, (TNG: 4x06 "Legacy") Lt. La Forge suggested transporting photon grenades down to the underground Turkana City in order to incapacitate members of the Alliance, who were holding two Starfleet officers hostage. He noted that, set to minimum yield, the grenades would effectively stun their targets. http://en.memory-alpha.org/wiki/Photon_grenade
Modern combat tactics incorporate the use of fragmentation grenades in CQB (Close Quarters Battle), including room clearing and building clearing
Why not use the non-fragmentation concussion grenades of the future? They are far 'safer' than our rudimentry fragmentation types.
Set to maximum yield these grenades would be quite formidable. With the Enterprise and the Earth itself threatened to be overran and assimilated by the Borg, the possibility of breaking a few computer screens seems to be an acceptable cost/benefit balance.