A quick way to delete the file is done opening a terminal with CTRL + ALT + T and executing these command
sudo rm /usr/share/images/desktop-base/desktop-grub.png
sudo update-initramfs -u
sudo update-grub
Insight on that file
It comes from the desktop-base
package. That package's function as described in control file is
This package contains various miscellaneous files which are used by
Debian Desktop installations. Currently, it provides some
Debian-related artwork and themes, .desktop files containing links to
Debian related material (suitable for placement on a user's desktop),
and other common files between the available desktop environments
such as GNOME and KDE.
It includes various wallpapers for both GNOME and EDE, splash screens etc.
If you don't want that package
You can remove the package by this command
sudo apt-get purge desktop-base
then executes these commands to restore default grub screen
sudo update-initramfs -u
sudo update-grub
If you want to keep the splash files and want the default grub background
In that case, use the below command to disable checking for grub background file
sudo chmod -x /etc/grub.d/05_debian_theme
and then execute
sudo update-initramfs -u
sudo update-grub