[it is in filter] (hrms/hrms/payroll/doctype/payroll_entry/payroll_entry.py at develop · frappe/hrms · GitHub)
[but not in error message] (hrms/hrms/payroll/doctype/payroll_entry/payroll_entry.py at develop · frappe/hrms · GitHub)
add this code there
if self.grade:
error_msg += "<br>" + _("Grade: {0}").format(frappe.bold(self.grade))