Issue migrating from 2.04 to 2.06: error: shim_lock protocol not found

[Fonic Maxxim]

I have trouble migrating from GRUB 2.04 to GRUB 2.06. My system: PC, 
x86_64, Gentoo Linux.


Whenever I select a boot entry in GRUB 2.06, I get this error:

error: shim_lock protocol not found

The same thing happens when I use GRUB's command line, e.g. when 
executing 'chainloader <some-efi-file>'.


I'm using Secure Boot with the following setup:

UEFI (with my own keys) -> GRUB (standalone EFI image, signed with UEFI 
key; check_signatures enabled) -> Linux Kernel (signed with GPG key)

As can be seen, I'm not using Shim.


How can I solve this? Help is greatly appreciated.

Would there be any benefit in using Shim? As far as I can tell, Shim is 
only useful if one does not want to enroll custom UEFI keys since it is 
signed by Microsoft and thus works with stock keys. Other than that, 
Shim introduces an additional layer with additional security risks, thus 
I'm not really keen to use it if I don't have to.


-- Fonic