The rules for pursuing are a lot different from 3rd to 4th ed, in the Harlequin's favour. The added bonus of the tanglefoot is simply not warranted, especially not for squads. A single character can spend another 4 points, but investing 24-32 points in a group for the very slight advantage it goves you is simply not warranted anymore.
A rework of the Tanglefoot grenade rules is found in the 4th ed Harlequin 40konline-codex in the stickies. If that had been the official rules they might be worth the points.