Question: I have a search I'd like to run against a zOS dataset, and I know how to form the grep command. I have access to the machine via Unix system services, how to I address a dataset from that environment?

Answer: 
No need to cp first. You can cat, tail, grep etc. The thing to remember is the special quoting and that the DSN is preceded by two slashes:

cat "//'s052WX.EO.REXX(MYREXXSOURCE)'" | grep parse

If you look in the UNIX command reference manual under the cp command there’s more info.
How big a data set are we talking about?  

The Unix system services `cp` command can take data sets as a source, and a Unix file (or directory) as a target, so conceivably if the data set is small enough you can copy it into files and `grep` away to your heart's content.

As an alternative, if you can open your data set in `ISPF` on the z/OS machine you may want to consider using [FINDRX](http://www.sillysot.com/ftp/findrx.txt) (which gives ISPF basic regex capability) -- I've never used it myself though so I can't vouch for it working or not.