Making changes to grub.cfg and then running update-grub, overwrites grub.cfg. You don't mention what changes you're trying to make, so, can't give you specific instructions.
These files/folders are used for Grub2 configuration.
/etc/default/grub (text file for basic grub configuration)
/etc/grub.d (folder) Look at the contents of the files in this folder for info on how to revise grub more specifically. The files are commented really well, but, if your uncomfortable with changing code, leave them alone.
Here's a link from the Ubuntu Community on Grub2 that may contain a better explanation:
https://help.ubuntu.com/community/Grub2
Making changes to grub.cfg will always be overwritten by update-grub, so, you need to learn how grub2 works. If you can tell us specifically what you're trying to do, then, we may be able to point you to a single change you can make to save you time.