Upgrading to the latest experimental GRUB (2.00~beta6) solves the problem:
$ sudo /usr/local/sbin/grub-probe --target=device /missing /usr/local/sbin/grub-probe: error: failed to get canonical path of /missing. Sebastian -- To UNSUBSCRIBE, email to [email protected] with a subject of "unsubscribe". Trouble? Contact [email protected]

