Keith,
Possibly Billy MacFadzean (sp?) of the 36th (Ulster) Division. Killed just prior to the opening of the Somme offensive when he threw himself on a live (British) grenade to shield his comrades.
Billy was a bomber and his squad were priming their grenades when the accident occured.
(From memory, recorded in The First Day on the Somme, Martin Middlebrook)
There are many examples of similar behaviour by soldiers recorded since effective grenades entered service (~1915). They don't all result in death however. A WWI example I remember was a soldier who threw his helmet over a grenade then stood on the helmet. Again probably saving himself and his comrades. Both his legs were broken but he survived.
AndyG