Error: "Failed to open \EFI\BOOT\grubx64.efi..." (Dual-Booting)

Finally managed to solve it.

For the rest, open the terminal

$ sudo bash
$ cd /boot/efi/EFI
$ sudo cp -p ubuntu/grubx64.efi Boot
$ sudo touch ubuntu/grubx64.efi.gbr

After that, I stopped seeing the error message and grub showed up normally (it did before, too, just after seeing that error message for 3s).

You should probably fix the boot loader entry itself instead of copying files around. That'll always break when upstream updates something. Try something like this instead:

efibootmgr --create --label Ubuntu --disk /dev/sda1 --loader "\EFI\ubuntu\grubx64.efi"

Where /dev/sda1 corresponds to /boot/efi. For the curious, there's more details in this guide.