This is an old revision of the document!
On some PCs the error message Failed to open \EFI\ubuntu file not found may appear at startup, although shortly after the message disappears and the system continues to boot normally.
We think it's coming from the UEFI system itself as it processes the provided efi file. It could be that we have initial UEFI support, but no secure boot support, so the default efi file provided by grub-install (\EFI\ubuntu\shimx64.efi for me) can't handle that unexpected case and throws the error.
Running these commands from the terminal (change /dev/sda to your boot disk if necessary) and rebooting fixes the error message for us, but hopefully the grub developers can fix the default to make it work for our strange systems.
sudo grub-install --no-uefi-secure-boot /dev/sda
sudo update-grub
and from the next reboot of your PC the error should no longer appear.