My grandson is able to move one eye in a different direction to the other at will. Is this a problem?

Not a problem. What your grandson is doing is consciously focusing the eyes at near, although actually looking at a distance. This allows him to free one eye from its tracking connection to the other eye. The eye can then move back and forth, seemingly not connected with the other. This disturbs the vision in the fixated eye temporarily and it may shake a little back and forth. Kids use this to amaze their friends and some circus performers have mastered the technique to amuse audiences. It is not harmful.