Of course grand juries can be empaneled anywhere, BUT, the grand jury location must correspond with the location of the crime. A Utah GJ won't consider DC swamp rat cases, but of course there is a Utah GJ.
See USAM 9-11.121 - Venue Limitations
"A case should not be presented to a grand jury in a district unless venue for the offense lies in that district."
https://www.justice.gov/jm/jm-9-11000-grand-jury