GRUB installation on new disk error

warning: File system `ext2' doesn't support embedding

If you're seeing this error the chances are you're typing something like:
grub-install /dev/sda1

Instead, type:
grub-install /dev/sda

If you're seeing this error:
grub-install: warning: this GPT partition label contains no BIOS Boot Partition

Chances are you've not set the correct flags on your partition.
In gparted click on the partition you want to install GRUB to and ensure "bios_grub" is ticked.