tests: use valgrind where appropriate

Reported by Théophile Ranquet.

* tests/glr-regression.at: Rewrite some test cases so that AT_PARSER_CHECK,
which runs valgrind, is exposed with the parser, not with "echo".
* tests/local.at, tests/regression.at, tests/headers.at:
Use AT_PARSER_CHECK for generated parsers.

tests/local.at

@@ -716,7 +716,7 @@ AT_COMPILE([c-only.o], [c-only.c])
 AT_COMPILE_CXX([cxx-only.o], [cxx-only.cc])
 AT_CHECK([$CXX $CXXFLAGS $CPPFLAGS $LDFLAGS c-only.o cxx-only.o -o c-and-cxx ||
           exit 77], [ignore], [ignore])
-AT_CHECK([./c-and-cxx])
+AT_PARSER_CHECK([./c-and-cxx])
 ])