I did an auto upgrade on the Gentoo system today, which included upgrading grub. When it finished, it printed out a message:

 * *** IMPORTANT NOTE: you must run grub and install
 * the new version's stage1 to your MBR.  Until you do,
 * stage1 and stage2 will still be the old version, but
 * later stages will be the new version, which could
 * cause problems such as an unbootable system.

So I "cd /boot/grub", and checked "ls -lrt". It looks to me that all the grub stage files have been upgraded. Anyway, to be sure, I just invoked "grub-install hd0" (hd0 is my install device in this system. You can find out yours by reading the grub.conf file.) After that, reboot your system and make sure things work fine.

Reference: Grub Manual