Is there a way to use my $thePath variable, instead of including the directory path inside the @filename attribute?

yes:

<docs path="jb">
	<doc filename="wine1.xml" />
	<doc filename="wine2.xml" />
	<doc filename="wine3.xml" />
	...
</docs>

<xsl:template match="docs">
 <xsl:variable name="p" select="document(concat(@path,'/',doc[1]/@filename))"/>
  <xsl:variable name="z" select="document(doc/@filename,$p)"/>
  <xsl:for-each select="$z">
: <xsl:value-of select="."/>
  </xsl:for-each>
</xsl:template>

puts all the document nodes in $z.

<xsl:variable name="thePath" select="document(concat(/docs/@path, '/',
/docs/doc[1]/@filename))" />
<xsl:variable name="theWines" select="document(/docs/doc/@filename,
$thePath)" />