We believe that your issue has been closed by the upload of
Version 0.7.0 of grml-etc-core from Michael Prokop <mika@grml.org>.
The explanation is attached below

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Hash: SHA1

Format: 1.8
Date: Mon, 10 Sep 2012 09:09:16 +0200
Source: grml-etc-core
Binary: grml-etc-core
Architecture: source all
Version: 0.7.0
Distribution: grml-testing
Urgency: low
Maintainer: Michael Prokop <mika@grml.org>
Changed-By: Michael Prokop <mika@grml.org>
Description: 
 grml-etc-core - core etcetera files for the grml system
Changes: 
 grml-etc-core (0.7.0) grml-testing; urgency=low
 .
   [ Michael Prokop ]
   * [ea65fdc] zshrc: Enable CLICOLOR on FreeBSD. Thanks to
     Christian Hofstaedtler
 .
   [ Bernhard Tittelbach ]
   * [174a091] zshrc: make simple-extract also work with uris that end in
     e.g. format=zip
   * [9cef3a9] zsh: fix typo grml functions autoload
   * tmux related changes:
     - [895e6d6] new statusline, space and backspace enabled for
       window switching
     - [5da798c] more space, session name
     - [f4ad46f] mouse-select-pane off to enable terminal window
       copy&paste
     - [046d45b] better user@host:session scheme
     - [646f73f] date and time, and commented out alternatives
     - [7eaf7d8] make copy&pase mode useable
     - [ee6fa75] kill-session for gebi
     - [c6c2094] kill-pane instead of kill-window
     - [3309823] join-pane
 .
   [ Frank Terbeck ]
   * [76ee162] Only define vim() if vim is available
   * [c67b327] Do not disable zstyle if compsys did not load
   * [78d890c] Specify a command search path for sudo completion
     [Closes: issue1207]
   * [8564319] Workaround incompatibilities with the keyboard setup of
     some  vendors
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 846d60d75832650ad5c9aa66a38b060c522ec62e 142063 grml-etc-core_0.7.0.tar.gz
 f3a3ffc955978afb72e0f2eec53b3bb355c00eae 144420 grml-etc-core_0.7.0_all.deb
Checksums-Sha256: 
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 525da185b6bf1cc616162bbdb50e63d88687edeb83277a529ffd927f9f80c4f3 142063 grml-etc-core_0.7.0.tar.gz
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Files: 
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 fb81a2bff179d687ef089ab24f3dbea3 142063 grml optional grml-etc-core_0.7.0.tar.gz
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https://github.com/grml/grml-etc-
core/commit/78d890c776564875326d0ab41e8ed80ee1c6c0ab

The completion for sudo with grmls zshrc won't extend to the sbin directories even though Debians sudoers file contains

Defaults        secure_path="/usr/local/sbin:/usr/local/bin:/usr/sbin:/usr/bin:/sbin:/bin"

I suggest to add zstyle ':completion:*:sudo:*' command-path /usr/local/sbin /usr/local/bin \
                 /usr/sbin /usr/bin /sbin /bin /usr/X11R6/bin

to Grmls zshrc (the line is copied from the default Debian configuration)