Hi Łukasz,
You're quite right; you now need to specify when you build if you're using a theme or menu other than adapt-contrib-vanilla and adapt-contrib-boxMenu. This has been changed for compatibility with the Adapt Builder, which requires several menus to be installed, while only building one.
To specify a custom theme/menu, you'll need to set the grunt option flags:
grunt build --theme="new-theme-name" --menu="new-menu-name"
(you can omit any that you don't need).
We're looking at changing this to default to *, so that if you don't specify a custom menu/theme, the entire menu and theme folders are built (which is how it worked before). I've just created an issue on GitHub here, so if you could add any thoughts/+1, that'd be helpful :)