Support heatmap with polar axes (already somehow works for PyPlot)

[zsoerenm]

Consider this heatmap with polar axes example:

using Plots
pyplot()
theta = linspace(0,2π,120)
rho = 0:30
z = linspace(31,1,31) * ones(120)'
heatmap(theta, rho, z, aspect_ratio=1, proj=:polar)

This works for Pyplot:

Note that the grid is overridden by the heatmap values.
If I use Pyplot directly I can bring the grid back on top using ax[:grid](true):

using PyPlot
ax = axes(polar="true")
pcolormesh(linspace(0,2π,120), 0:30, linspace(31,1,31) * ones(120)')
ax[:grid](true)

Sadly it does not work in GR nor in PlotlyJS.
Here is the result for PlotlyJs:

[mkborregaard]

This is really a duplicate of #732 . It would certainly be a nice feature to have.

[isentropic]

This presumably works for gr now

[ivan-boikov]

@BeastyBlacksmith could you please remove the PGFPlotsX label (due to #4703)?