Hi,
How can solve  this "grub-bios-setup: error while loading shared libraries: libzfs.so.2: cannot open shared object file: No such file or directory"  ?

65534+0 records out
33553408 bytes (34 MB) copied, 0.0712469 s, 471 MB/s
+ rm -f /mnt/vms/openwrt/x86-39555/bin/x86/openwrt-x86-generic-combined-ext4.img.kernel
grub-bios-setup --device-map="/mnt/vms/openwrt/x86-39555/build_dir/target-i386_i486_uClibc-0.9.33.2/linux-x86_generic/grub2/device.map" -d "/mnt/vms/openwrt/x86-39555/build_dir/target-i386_i486_uClibc-0.9.33.2/linux-x86_generic/grub2" -r "hd0,msdos1" "/mnt/vms/openwrt/x86-39555/bin/x86/openwrt-x86-generic-combined-ext4.img"
grub-bios-setup: error while loading shared libraries: libzfs.so.2: cannot open shared object file: No such file or directory
make[5]: *** [install] Error 127
make[5]: Leaving directory `/mnt/vms/openwrt/x86-39555/target/linux/x86/image'
make[4]: *** [install] Error 2
make[4]: Leaving directory `/mnt/vms/openwrt/x86-39555/target/linux/x86'
make[3]: *** [install] Error 2
make[3]: Leaving directory `/mnt/vms/openwrt/x86-39555/target/linux'
make[2]: *** [target/linux/install] Error 2
make[2]: Leaving directory `/mnt/vms/openwrt/x86-39555'
make[1]: *** [/mnt/vms/openwrt/x86-39555/staging_dir/target-i386_i486_uClibc-0.9.33.2/stamp/.target_install] Error 2
make[1]: Leaving directory `/mnt/vms/openwrt/x86-39555'
make: *** [world] Error 2

A possible error:
grub2 find libzfs on your HOST system ? It enables libzfs but later does not find the file.

Your post is missing information to really say what is happening.
There is the config.log of grub2 in /mnt/vms/openwrt/x86-39555/build_dir/target-i386_i486_uClibc-0.9.33.2/linux-x86_generic/grub-2.00/
that might help

- You could add --disable-libzfs to CONFIGURE_ARGS in your package/boot/grub2/Makefile
and recompile

Thanks a lot.