From email:

Now it builds fine with

However when booting it drops to the grub rescue shell.

If I manually change bootpartition:/EFI/BOOT/grub.cfg:

it works!

This will require a variable similar to MENDER_UBOOT_STORAGE_DEVICE which already exists for the U-Boot variant: A way to specify storage device directly to GRUB, if its indexing differs from Linux's indexing.