I completed the install as described below which went well.
I then copied the contents of /boot/efi to /boot/efi_copy using
cd /boot rsync -acr efi/ efi_copy
I then installed grub2 on sdb
yum install yum install grub2-efi-modules grub2-install /dev/sdb
everything ran as expected with no errors. The instructions then said to test the install by powering off and swapping sda and sdb. Instead, I just unplugged sda.
When I booted the system loaded straight into a grub> prompt.
I powered off and reconnected sda hoping to be able to continue experimenting. However, even with sda reconnected it just boots into a grub> prompt.
Anyone got suggestions what to do next?
If you boot, istn't there a way to get into an EFI boot menu where you can see the different EFI boot entries? Maybe you can see there what is wrong now.
On the other hand, maybe you could even reinstall and try to configure /boot/efi on RAID1 as it was described by others in this thread?
Regards, Simon