bug#33618: better fix

[Eli Zaretskii]

> From: Stephen Leake <stephen_leake@stephe-leake.org>
> Date: Sat, 20 Apr 2019 08:47:47 -0800
> 
> `grep-mode' is defined by `define-compilation-mode', which sets
> `compilation-search-path' to a buffer-local copy of `grep-search-path',
> if the latter is defined.
> 
> So there is precedent for making custom vars buffer-local, and it seems
> the proper fix for this bug is to define `grep-search-path':

Please don't forget :version tags of new defcustoms, and also they
should be called out in NEWS.

Thanks.