well, to generate the initramfs file you use dracut..
Code:
dracut -f /boot/initramfs-$(uname -r).img $(uname -r)
But if you are currently booted into 2.6.35.10-72, how did you get it booted if the files are not in your /boot/grub/grub.conf file?
You could not have booted it if vmlinuz doesn't exist.
You should have a vmlinuz, initramfs, System.map and config for each kernel installed in /boot.
I updated to that same kernel yesterday, and had no problems with it updating grub.conf and putting the required files in /boot.