Comment 1 for bug 1102925

Having found
http://ubuntuforums.org/showthread.php?t=1428427
it looks like the pre-requisite is to configure

GRUB_DEFAULT=saved

There is a comment at the top of /etc/default/grub which refers the reader to info -f grub -n 'Simple configuration' where this is documented.

However it is not mentioned in the manpages of grub-reboot, grub-set-default or grub-editenv; I think it would be useful if it were.