grep => sub {
        while ( $data =~ /^(\d+) (\d+)/mg ) {
            next if grep { $1 eq $_ } @skip;
            next if grep { $2 eq $_ } @skip;
        }
        return 1
    },
    grep_1 => sub {
        while ( $data =~ /^(\d+) (\d+)/mg ) {
            next if grep { 1; $1 eq $_ } @skip;
            next if grep { 1; $2 eq $_ } @skip;
        }
        return 1
    },

grep_1 316/s     --   -61%
grep   811/s   156%     --
[download]

Writing as "answer" to self, because I really don't want to ping anyone, moreover request explanation; these tests are becoming stupid in addition to idle. Apparently "grep" is capable to optimise its braces (block) away (sometimes. Though not in case of e.g. grep { /x/ } @a, but that's digression):

perl -MO=Concise,-exec -e "grep { $1 eq $_ } @a"
1  <0> enter v
2  <;> nextstate(main 1 -e:1) v:{
3  <0> pushmark s
4  <#> gv[*a] s
5  <1> rv2av[t4] lKM/1
6  <@> grepstart K
7  <|> grepwhile(other->8)[t5] vK
8      <#> gvsv[*1] s
9      <#> gvsv[*_] s
a      <2> seq sK/2
           goto 7
b  <@> leave[1 ref] vKP/REFC
[download]

same output without a block i.e. for grep $1 eq $_, @a. But:

perl -MO=Concise,-exec -e "grep { 1; $1 eq $_ } @a"
1  <0> enter v
2  <;> nextstate(main 1 -e:1) v:{
3  <0> pushmark s
4  <#> gv[*a] s
5  <1> rv2av[t4] lKM/1
6  <@> grepstart K
7  <|> grepwhile(other->8)[t5] vK
8      <0> enter s
9      <;> nextstate(main 2 -e:1) v
a      <#> gvsv[*1] s
b      <#> gvsv[*_] s
c      <2> seq sK/2
d      <@> leave sKP
           goto 7
e  <@> leave[1 ref] vKP/REFC
[download]

And so grep's not-really-anon-sub-but-something-else, even if it doesn't capture outside vars here, is significantly slower than any's real-anon-sub when it doesn't capture vars too, and actually as slow as the latter when it captures vars.