Actually proximity fuzed rounds should work the best, each taking outv many swarm memvers. Its not like these things could be armored rather than as light as possible.
Or maybe release a bunch nylon filaments that will entangle any propellers and make the thing fall down ?
I mean, I can see how it’s less than ideal, but I don’t think it’s safe to assume you’d do more harm than good.
(Of course by the time you have to guard political rallies so much that "grenade attacks by drone swarms" becomes a reasonable threat scenario, you may have to rethink things and probably just cancel the rally for now.)
Second thought: is there something like a "constant airgun"? Where you just drop in pellets from a hopper into a high speed airstream?