The documentation (not only in the english version) for compiling and installing a kernel ( http://www.gentoo.org/doc/en/kernel-upgrade.xml ) recommends using the name /boot/bzImage-### for kernel images. Grub2 does not detect these files in its default-config. Personally I use '/boot/kernel-gentoo-3.#.#' which does work. I recommend changing the suggested default name in the documentation.
Although we don't have grub2 stable yet, I can follow the logic. Most tools (including the kernelsources-provided "make install") use names such as "kernel-<name>", "config-<name>" etc.
Fixed in CVS, should show up on the site in an hour or so.