Following @NiKiZe's advice, I had the following recipe working (on VMWare).
The resulting devices are such:
~$ lsblk
NAME MAJ:MIN RM SIZE RO TYPE MOUNTPOINT
sda 8:0 0 5G 0 disk
├─sda1 8:1 0 4.5G 0 part
│ └─md0 9:0 0 9G 0 raid5 /
├─sda2 8:2 0 95M 0 part /boot
└─sda3 8:3 0 446M 0 part /boot/efi
sdb 8:16 0 5G 0 disk
├─sdb1 8:17 0 4.5G 0 part
│ └─md0 9:0 0 9G 0 raid5 /
└─sdb2 8:18 0 541M 0 part [SWAP]
sdc 8:32 0 5G 0 disk
├─sdc1 8:33 0 4.5G 0 part
│ └─md0 9:0 0 9G 0 raid5 /
└─sdc2 8:34 0 541M 0 part [SWAP]
Installation on BIOS
Installing software RAID5 on a BIOS machine is comparatively straightforward (see below) and grub seems to be able to run on the RAID volume. There is something I don’t get.
~$ lsblk
NAME MAJ:MIN RM SIZE RO TYPE MOUNTPOINT
sda 8:0 0 5G 0 disk
├─sda1 8:1 0 1K 0 part
└─sda5 8:5 0 5G 0 part
└─md0 9:0 0 10G 0 raid5
├─md0p1 259:0 0 8G 0 part /
├─md0p2 259:1 0 1K 0 part
└─md0p5 259:2 0 2G 0 part [SWAP]
sdb 8:16 0 5G 0 disk
├─sdb1 8:17 0 1K 0 part
└─sdb5 8:21 0 5G 0 part
└─md0 9:0 0 10G 0 raid5
├─md0p1 259:0 0 8G 0 part /
├─md0p2 259:1 0 1K 0 part
└─md0p5 259:2 0 2G 0 part [SWAP]
sdc 8:32 0 5G 0 disk
├─sdc1 8:33 0 1K 0 part
└─sdc5 8:37 0 5G 0 part
└─md0 9:0 0 10G 0 raid5
├─md0p1 259:0 0 8G 0 part /
├─md0p2 259:1 0 1K 0 part
└─md0p5 259:2 0 2G 0 part [SWAP]