xen.efi needs to call EFI services to access kernel and initramfs
images. For that it needs correct device handle. Grub set it to 'root'
device, regardless of which device was really used to load xen.efi.
Apparently all but first parameters are passed to xen.efi, so it is possible to
select which config section should be used. This makes xen.efi copy
unnecessary.