I installed grub2-breeze-theme with sudo dnf install grub2-breeze-theme and changed /etc/default/grub to:
GRUB_DISTRIBUTOR="$(sed 's, release .*$,,g' /etc/system-release)"
GRUB_DEFAULT=saved
GRUB_DISABLE_SUBMENU=true
#GRUB_TERMINAL_OUTPUT="console"
GRUB_CMDLINE_LINUX="rd.driver.blacklist=nouveau modprobe.blacklist=nouveau nvidia-drm.modeset=1 initcall_blacklist=simpledrm_platform_driver_init"
GRUB_DISABLE_RECOVERY="true"
GRUB_ENABLE_BLSCFG=true
GRUB_FONT=/usr/share/grub/unicode.pf2
GRUB_THEME="/boot/grub2/themes/breeze/theme.txt"
I re-generate grub with this command: grub2-mkconfig -o /boot/efi/EFI/fedora/grub.cfg
However, the theme is not applied, it looks like GRUB_TERMINAL_OUTPUT="gfxterm".
As a sanity check, I installed another theme (ant), and it works.
Should I file a bug report? If so, where?