For anyone having the same question, after digging into lib/classes/component.php, I found out that the component can be the following:
gradereport_myreport
So you can have this template file:
grade/report/myreport/templates/main.mustache
And render it using the following:
echo $OUTPUT->render_from_template("gradereport_myreport/main", $context);Hope this helps someone.
Regards,
Laurent