grub-install: this GPT partition label contains no BIOS Boot Partition

Way too late to help you, but this might help someone else who, like me, landed on this page in search for a solution to this problem. A small partition has to be created on the disk and marked as a code EF02 "BIOS boot partition". Somewhere I read it should be 200MB, I only had room for a 1007.0 KiB one and it worked just the same.

To solve the problem, I had to mark the first partition as "bios_grub" via gparted. This partition can be used for nothing else afterwards! It does not hold the boot image, but only the boot manager.

Before:

$ grub-install /dev/sdb
Installing for i386-pc platform.
grub-install: warning: this GPT partition label contains no BIOS Boot Partition; embedding won't be possible.
grub-install: error: embedding is not possible, but this is required for cross-disk install.

After:

$ grub-install /dev/sdb
Installing for i386-pc platform.
Installation finished. No error reported.