I don't think it's likely that I'll need to analyze a kernel dump so I'm thinking I should just disable that feature. If I do need it, how would I get a copy of the vmlinuz file to copy to /boot?
Try installing the distro provided kernel and select GRUB2 as the "kernel" in the Configuration Profile section of Linode panel control.
Then your grub.cfg will be used, which in turn will make your installed kernel the one to be used, not the one provided externally by Linode.
This seems a leftover from Xen to me. Since we have already switched to KVM, it would be more "mainstream" if Linode used the distro provided kernel by default.