What do I select for "GRUB install devices" after an update?

In your case, the correct selection is /dev/sda, the first one. It's the first and only hard disk in your system, whereas /dev/sda1 is a partition on that hard disk. You can install grub on a partition, but it's a "BAD idea".

If you had multiple hard drives and partitions, first find out where your root partition is:

lsblk

(See also: How do I find out what hard disks are in the system?)

You can then install grub on that hard drive. Look for devices labeled "disk" (e.g. "sda", meaning /dev/sda) to install grub into the master boot record (every physical disk device has only one MBR, no matter the partitions).

This issue was still present when I upgraded Ubuntu 16.04 after a fresh install. To fix it, do this:

• The selection of /dev/sda is correct, so press Spacebar for the first option.
• An asterisk appears for the /dev/sda option, signifying successful selection.
• Then press Tab key to highlight the 'OK' button and then press Spacebar key to select the OK action.

After this, the installation should proceed smoothly.