Comment 4 for bug 1068137

I won't reopen it because it's not exactly the same issue, but since it was one of the first google hits for my problem, I'll note here that I too got the message:
  /usr/sbin/grub-probe: warning: Couldn't find physical volume `(null)'. Some modules may be missing from core image..

...and, like mentioned in http://serverfault.com/questions/617552/grub-some-modules-may-be-missing-from-core-image-error, it was due to my newly-created md RAID being still in degraded mode.

After a few hours when the RAID array has synced, I ran update-grub again and the error went away.