Grub should include a microcode initrd if one is present to facilitate early boot intel microcode updates. See https://forums.gentoo.org/viewtopic-t-1020774-highlight-.html Arch Linux already does this. Here is their patch to grub: https://git.archlinux.org/svntogit/packages.git/tree/grub/trunk/grub-intel-ucode.patch
https://github.com/gentoo/gentoo/pull/1785
I'm not patching this into Gentoo. If you can convince upstream to accept a patch, I'm happy to backport. *** This bug has been marked as a duplicate of bug 579674 ***