Tenebrae: Yes, exactly. That's what I meant by saying that it (Proven) is better on multi-dice weapons. On something like a lasgun though? Nigh useless.
Look at the OW discussion of the Triplex: bogi_khaosa showed me the math there and, well, Proven really is quite worthless unless you have multiple dice or Proven(5+)...
In OW Proven is quite useful against formations as a wounding blow counts as a kill. (Houserule that for orks or it gets derpy). But yes, it's best for multidice things, like full auto pistols, rifles and grenades.
Edit: Should be mentioned that it will buff proven on a weapon if it already has it, which is quite neat.
Apart from the grenades, those aren't multidice weapons, though (well, autopistols and -rifles aren't, other rifles are).
They can generate multiple hits, which are a) technically separate and thus b) ALL have Proven(DoS).
Frag grenades really need Proven(3? 5?) because now they are way too swingy and go from "it goes off in your hand and doesn't manage to hurt you at all" to it blows up 2m away, now you're in crits. (And suffer 2xRF)