Boot from removable media path fails after changing secure boot validation because MOK Manager is not found

Package: src:shim
Version: 15.7-1

Dear maintainer,

I have an HP Elitebook 2570p laptop with flawed UEFI firmware which
ignores EFI boot variables in NVRAM for booting and boots from the
removable media path by default. So I installed a copy of GRUB in the
removable media path with:

# grub-install --force-extra-removable

Secure boot is enabled in UEFI/BIOS settings.
For a test I wanted to disable secure boot validation in shim with:

# mokutil --disable-validation

and rebooted. At boot, the following error is displayed:

  Failed to open mmx64.efi - Not Found
  Failed to load image: Not Found
  Failed to start MOK Manager : Not Found

and the laptop shut down after a couple of seconds.

Indeed /EFI/BOOT on the EFI system partition contains only BOOTX64.EFI,
grubx64.efi and fbx64.efi.
Now the same happens every time I reboot from the removable media path,
either on the hard disk or on a USB drive with a Debian installation image.

Not sure which software is to blame here.

- grub-install which does not install the MOK manager into the removable
media path ?
- shim which shuts down the laptop instead of just ignoring the
validation change request if it does not find the MOK Manager ?