grub-gfxpayload-lists fails to install in chroot

Binary package hint: grub-gfxpayload-lists

I get the following error installing grub-gfxpayload-lists via grub-pc in a chroot (freshly debootstrapped natty):

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Setting up grub-gfxpayload-lists (0.1) ...
/usr/sbin/update-grub-gfxpayload: 4: cannot create /boot/grub/gfxblacklist.txt.new: Directory nonexistent
dpkg: error processing grub-gfxpayload-lists (--configure):
 subprocess installed post-installation script returned error exit status 2
/bin/df: no file systems processed
                                  dpkg: dependency problems prevent configuration of grub-pc:
 grub-pc depends on grub-gfxpayload-lists; however:
  Package grub-gfxpayload-lists is not configured yet.
dpkg: error processing grub-pc (--configure):
 dependency problems - leaving unconfigured

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This error was introduced in the last 36 hours, builds prior to this were running fine.

DISTRIB_ID=Ubuntu
DISTRIB_RELEASE=11.04
DISTRIB_CODENAME=natty
DISTRIB_DESCRIPTION="Ubuntu Natty (development branch)"

$ apt-cache policy grub-gfxpayload-lists
grub-gfxpayload-lists:
  Installed: 0.1
  Candidate: 0.1
  Version table:
 *** 0.1 0
        500 http://gulf/ubuntu/ natty/main amd64 Packages
        100 /var/lib/dpkg/status