I did not install grub, just copied files from GRML ISO image. I don't even
have grub installed on my Debian system (I'm using rEFIt).
From passive look into grml2usb sourcecode it seems to me that
copy_bootloader_files method does basically what I've done manually (and the
mis-detection happens in efi.img which is just copied over from ISO) but
there might be something I forgot. I'll try to run grml2usb --grub tomorrow
and report back.