--- Comment #13 from Gary Ching-Pang Lin email@example.com --- (In reply to Tiago Marques from comment #12)
I've been hit by this for some months now. Every Grub2 update, I get the same message as OP. Not sure which grub package is to blame and I'm using EFI and secure boot.
I've managed to (twice) solve the issue by booting a live USB, chrooting and then running 'shim-install'.
Not sure where the bug is or if this helps. I'm available to test other things out to help fix this.
Before upgrading "shim", could you try "mokutil --enable-validation" and reboot the system to clean up MokSBState?