When you get to the first step after the installation (cp -r /usr/lib/grub/x86_64-efi /mnt/sysroot/boot/efi/EFI/qubes/), check a few things:
Check if the destination directory exists:
ls /mnt/sysroot/boot/efi/EFI/qubes
Check if the source directory contains the necessary files:
ls /grub/x86_64-efi
Then when you get to the tar step, make sure that you include that dot at the end:
tar -C /boot --acls --xattrs --one-file-system -cf /tmp/boot.tar .
OR: you can try this other guide instead (a bit more outdated but it’s always worked for me): Qubes OS Installation - Detached encrypted boot and header