The Grub settings can be found in /boot/grub/grub.cfg.d/
There’s a series of scripts that inherit different values. The /boot/grub/grub.cfg.d/vyos-versions folder is the portion that presents the specific options for a boot image.
Until the above is reality you have to manually alter the grub.cfg from the bash mode of CLI (and redo that each and every time you add a new release to your box).
Note that /boot is common between installs while what you got in /config is copied from current version when you update so after next reboot (when you boot to newer version) it got its own /config.
Which means whatever you do in (for example) /config of 1.5.1 when you boot back to 1.5.0 the old /config is what you will see then.
In my case I manually alter /boot/grub/grub.cfg but I know that some work have been done lately to add boot options such as CPU vuln mitigations on/off which will probably rewrite the /boot/grub/grub.cfg every time the config is commited (I havent tested the latest nightlies).