Because several people were already affected here is a short announcement. Starting with the release of grub-pc 2.02+dfsg1-20+deb10u3 the update process will fail and bail out if the device stored in the debconf database to install grub into does no longer exist and if there is no debconf frontend available to show the debconf prompt. Because the OMV GUI runs apt non-interactively disabling the debconf prompt the update will fail in this case. The issue, the maintainers try to fix here, is #966575 potentially leading to an unbootable system.
The bail out will leave the grub-pc package unconfigured. To solve the issue one has to run sudo dpkg --configure -a from the command line with a debconf frontend like newt or text. In doubt export e.g. DEBIAN_FRONTEND=newt. This should present the debconf dialog to choose the device(s) to install grub into. Choose the correct device and finish the installation.
The command currently suggested by the error message (dpkg-reconfigure) won't work unless the grub-pc package is configured and installed. This suboptimal situation has already been communicated to the grub maintainers.