I've tried a few methods to cut this shape so the gradient mesh grid follows the shape (the blank line in the middle is just the path I want the gradient mesh grid to follow) but I've had no success ?
1 Correct answer
This should give you a pretty close approximation of what you need.
First select the path.
Then choose Object > Path > Offset Path. That will give you the shape you need on the top and bottom, but you'll need to manually edit the path to fix the left and right ends so that they are rounded.
Then choose Object > Create Gradient Mesh, and that's it!
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This should give you a pretty close approximation of what you need.
First select the path.
Then choose Object > Path > Offset Path. That will give you the shape you need on the top and bottom, but you'll need to manually edit the path to fix the left and right ends so that they are rounded.
Then choose Object > Create Gradient Mesh, and that's it!
I didn't get a near perfect result as you did I had to edit the paths but it worked out more or less 
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