this is a duplicate of #824974 and thus fixed in stretch/sid's grub2/2.02~beta3-3
maybe a backport of that one for jessie-backports would help you? since ZoL is only available via -backports as well.. alternatively, you could try to build jessie with the single patch setting the environment variable to get "zpool status -P" behaviour (or even just set ZPOOL_VDEV_NAME_PATH when calling update-grub, not sure if the grub binaries/scripts propagate or sanitize the environment).
