The easiest way is to just convert the text file to utf-8 and pipe that to grep:
iconv -f utf-16 -t utf-8 file.txt | grep query
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                https://stackoverflow.com/questions/3752913/grepping-binary-files-and-utf16
  
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                https://stackoverflow.com/questions/3752913/grepping-binary-files-and-utf16J'ai retrouvé ce must read, à lire si c'est pas déjà fait
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                http://www.joelonsoftware.com/articles/Unicode.html
  
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                http://www.joelonsoftware.com/articles/Unicode.html