Did you update alsa-oss to the most current version in unstable?
Are you *sure* your mixer settings are ok, because "No sound, even the MPlayer 
plays the /usr/share/grml/effect.ogg fine." and the provided output look just 
fine. Does the package oss-compat help? Apps that use /dev/dsp require support 
for OSS which is provided by ALSA compatibility modules.

Sound with grml[-kernel] works just fine on tons of different boxes, so I do 
not think this is a general issue but a problem of configuration/setup on your 
system.

regards,
-mika-