It's common for fallen Transformers to leave behind Energon shards. The victor can collect these up, though as they appear to be somehow attracted to nearby Transformers, this isn't too strenuous an activity. Energon shards turn out to be useful for powering up abilities, and as currency for buying upgrades and extra weapons. In Grimlock's case they just make him angry.
During Megatron's quest to conquer Cybertron via the power of Dark Energon, it was most common to use shards to power up abilities. They were often stored in special cylinders, which were unfortunately easy for jerks to smash and steal the contents.
Later, as the Autobots prepared to launch the Ark, energon shards came to be used to purchase upgrades from Teletraan-1 terminals. They were usually stored in more sturdy-looking containers, though generally not sturdy enough to keep out determined thieves.
- It is unclear how the Energon in Energon shards differs from that in Energon cubes, which in both games simply restores health.