Well, at least some people think it is wrong. This needs more verification.
In short: "grub --device-map=device.map", then quit, edit the device.map so the md is (hd0) and then continue with "grub --device-map=device.map" normally.
Hrm, I just installed Gentoo on a ATA RAID (was onboard) using regular installation (even without the items beneith the installation guide) and it worked. Perhaps this is fixed in the newer GRUB versions?
I'm marking this one WORKSFORME as it works for me, and we haven't had any new reports about this.