I looked up this file in the Ubuntu package archives and found it was part of the
grub-pc-bin package. I tried to install that package, but it had bad dependencies.
However, since I knew I only needed those i386 modules, I just downloaded and unpacked the package, then moved the files into place manually like so:
sudo apt-get download grub-pc-bin
dpkg-deb -R grub-pc-bin_2.02~beta2-36ubuntu3.16_amd64.deb grub/
sudo mv grub/usr/lib/grub/i386-pc/ /usr/lib/grub/
Now you should be able to try again and it should work.
apt-get download command may yield a file with a different version than the one shown. If you get errors on the
dpkg-deb line, make sure you're targeting the file you just downloaded.)