Comment 2 for bug 1992200

This is a problem of the script update mechanism. The file /etc/grub.d/proxifiedScripts/linux is moved from /etc/grub.d/10_linux after saving any modifications the first time. When updating grub, there's a new file created at the original location (/etc/grub.d/10_linux). Grub Customizer generally detects this problem and cleans up to avoid duplicates, but cannot handle files that became incompatible. That's the bug to fix.

Here's your workaround:

sudo mv /etc/grub.d/10_linux /etc/grub.d/proxifiedScripts/linux