Can not apply firware update Thinkpad X1 G9

It looks like the path for the grub.cfg changed. And if you updated from earlier versions you took the old config with. You just have to delete/rename/backup the old config and create a new one.

/boot/efi/EFI/fedora/grub.cfg

see here also : https://docs.fedoraproject.org/en-US/fedora/latest/system-administrators-guide/kernel-module-driver-configuration/Working_with_the_GRUB_2_Boot_Loader/