Before executing grml-live some files are used as symlinks:

  # ls -l /etc/grml/grml-live.local /etc/grml/fai/apt/sources.list
  lrwxrwxrwx 1 root root 28 Nov 19 11:41 /etc/grml/fai/apt/sources.list ->
    /etc/tlinux/apt/sources.list
  lrwxrwxrwx 1 root root 27 Nov 19 11:44 /etc/grml/grml-live.local ->
    /etc/tlinux/grml-live.local
                                                                                                                                                                                
Result after executing grml-live:

  # ls -l /etc/grml/grml-live.local /etc/grml/fai/apt/sources.list
  -rw-r--r-- 1 root root 1202 Nov 19 13:02 /etc/grml/fai/apt/sources.list
  -rw-r--r-- 1 root root  194 Nov 19 13:02 /etc/grml/grml-live.local

Thanks for the bugreport to Thomas Lehmann.