David Russell notified me about a bug in the Paypal plugin. Thank you, David!
Bug description: When a user makes a payment, Paypal notifies the site with a so-called instant payment notification. The code in PaypalController.notify() was wrong so that an error code 404 was returned to Paypal. Paypal retried the notification several times and finally gave up. The plugin processed the notification properly, though.
I fixed this bug today and released the corrected Paypal plugin as version 0.5.
You can find more info about the plugin on the plugin page at grails.org.