When you run grails create-app , it is not like web.xml generated anywhere. According to recent docs, it looks like running grails install-templates will put web.xml in your src/templates/war directory. A few questions about this:
grails create-app
web.xml
grails install-templates
src/templates/war
Yes, this is still an accepted method for changing web.xml in Grails 2.4.x and yes, your changes will be reflected in the deployed application.