sub anon_sub_qr {
  my $p   = shift;
  my $pat = qr/$p/;
  eval 'sub { grep $pat, @_ }';
}

__END__
Benchmark: running anon_sub_eval, anon_sub_qr, each for at least 10 CPU seconds...
anon_sub_eval: 11 wallclock secs (10.66 usr +  0.00 sys = 10.66 CPU) @ 158363.41/s (n=1688154)
anon_sub_qr: 11 wallclock secs (10.39 usr +  0.00 sys = 10.39 CPU) @ 225783.45/s (n=2345890)
                  Rate anon_sub_eval   anon_sub_qr
anon_sub_eval 158363/s            --          -30%
anon_sub_qr   225783/s           43%            --