I'm not sure because this seems to be done automatically by the Opm build system. At least the ALUGrid module does not do it either and it seems to work find. (I'm probably the only one using it so far, so this should be taken with a grain of salt.) anyway, I've added this in the next version...

On an unrelated note you which you may be able to answer: I think it is weird that the UG_LIBRARIES defined in ug-config.cmake are not self contained. You need to add a dev? library and one of ugS* or ugL*. Since I suppose that about 99% of all people who use Dune probably want devS, ugS2 and ugS3, it would make IMHO sense to add these to UG_LIBRARIES and instead remove the X11 libraries which I guess are only needed for devX (which is _not_ added by default)...