In the interactive console, the command open test-report fails because it is looking for the file build/reports/tests/index.html. Gradle long ago moved the index.html document to build/reports/tests/test/index.html, so that's the file that should be opened.
This is more properly a Grails issue than a docs issue, but the command is referenced in the docs (section 15) so it seemed like a good place to add it.