I don't see any features within NeoLoad for doing this. And I noticed that the files in [project]\recorded-requests have the original values instead of the variable name, so it doesn't seem possible to grep for the variable name there.
In NeoLoad, all this kind of research can be done using the "Flag requests" feature.
Right click anywhere in the design tree to open it.
When opened select the second option called "with the variable". Click on the picker on the right to display the list of your existing variables and select one.
You will see a blue flag on any requests that uses that variable. If you select a single virtual user profile the search will be done on that one only. If you want to perform that search on all your virtual users, select the "Virtual Users Profile" on the top of the user profiles.
For more information, see Flags under Design section in NeoLoad documentation.