Is it possible to create Grid without With() variable? if yes then how?

You could re-evaluate your query for the datasubset in the saveInto of the gridField (and anywhere else that should update the data in the grid).  It's a bit more cumbersome, but it will work.

Re-writing the example from the documentation this way would be:

=load(
      local!pagingInfo: a!pagingInfo(startIndex: 1, batchSize: 5, sort: a!sortInfo(field: "label", ascending: true)),
      local!sampleData: {
        type!LabelValue(label: "John Smith"),
        type!LabelValue(label: "Michael Johnson"),
        type!LabelValue(label: "Mary Reed"),
        type!LabelValue(label: "Angela Cooper"),
        type!LabelValue(label: "Elizabeth Ward"),
        type!LabelValue(label: "Daniel Lewis"),
        type!LabelValue(label: "Paul Martin"),
        type!LabelValue(label: "Jessica Peterson"),
        type!LabelValue(label: "Mark Hall"),
        type!LabelValue(label: "Rebecca Wood")
      },
      local!datasubset: todatasubset(local!sampleData, local!pagingInfo),
        local!dataForCurrentPage: local!datasubset.data,
        a!gridField(
          label: "Employees",
          instructions: local!pagingInfo,
          totalCount: local!datasubset.totalCount,
          columns: {
            a!gridTextColumn(
              label: "Name",
              field: "label",
              data: index(local!dataForCurrentPage, "label", null),
              alignment: "LEFT"
            )
          },
          value: local!pagingInfo,
          saveInto: {local!pagingInfo,
          a!save(
            local!datasubset,
            todatasubset(local!sampleData, local!pagingInfo)
          ),
          a!save(
            local!dataForCurrentPage,
            local!datasubset.data
          )
          }
        )
      )

This is along the lines of what I was thinking, but of course it 100% depends on the use case (versus, say, the use case posted below, which would require completely different implementation strategy).  This is why I wanted OP to confirm their use case first, because otherwise all we're doing is throwing guesses into the wind.

This is along the lines of what I was thinking, but of course it 100% depends on the use case (versus, say, the use case posted below, which would require completely different implementation strategy).  This is why I wanted OP to confirm their use case first, because otherwise all we're doing is throwing guesses into the wind.