Add The Grid custom provider integration guide

[CastilloLuis]

What

Adds a The Grid setup guide under Custom Providers, following the existing xai-integration / exa-integration pages.

• features/thegrid-integration.mdx (new)
• one nav entry in docs.json, in the Custom Providers group
• one line in features/custom-providers.mdx so the "Example Integrations" list points at it

The Grid is an OpenAI-compatible inference marketplace, so this documents it as an OpenAI-client custom provider — the same shape as the xAI page. Not claiming native-provider status; that's OpenRouter's page and would need work on your side.

Verification

Everything in the guide was checked against the live API:

• https://api.thegrid.ai/v1 works with an OpenAI client — chat, streaming, and tool calls
• GET /v1/models returns a spec-shaped {object: "list", data: [...]}, currently 17 instruments
• The reasoning_effort values listed per tier come from that catalog, not from marketing copy

The one non-obvious thing I documented is a warning: instruments reason before answering, and reasoning tokens count toward max_tokens without appearing in the response. Measured on a short prompt, text-standard spent 114 of a 250-token budget on reasoning and agent-max hit the cap and returned finish_reason: "length". That surprised me while testing, so it seemed worth saving your users the same debugging.

Disclosure: I work on The Grid — happy to trim the framing if it reads too vendor-ish.