Comment 1 for bug 1872212

Upgraded 19.10=>20.04lts beta with do-release-upgrade -d, today. Got two times an ASCII window warning message like "grub failed to install. If you continue, your system might not boot". Continued anyway and the system still boots.

However, I can reproduce the error in console now via sudo grub-install -v --target=x86_64-efi --recheck /dev/sda resulting in:
      grub-install: (...)
      grub-install: info: Registering with EFI: distributor = `ubuntu', path = `\EFI\ubuntu\shimx64.efi', ESP at hostdisk//dev/sda,gpt1.
      grub-install: warning: Internal error.
      grub-install: error: failed to register the EFI boot entry: Operation not permitted.

This post seems related and points to efivarfs: https://unix.stackexchange.com/questions/379774/grub-installation-failed
The EFI firmware in my case is Hyper-V (WS2016 host).

Hope, this helps.