Would internal components of a ship be susceptible to EMP grenades?

Absolutely. As will be player suits.

So if you were on a ship that somebody instigated the self-destruct on, you could lob a couple of EMP grenades, if you could identify what the self-destruct...

If you can affect the components required for the self-destruct, then yes. It's entirely driven by the distortion damage, which is given by the EMP grenade or EMP effect. So just give it distortion damage, and you get the behavior.