NLog logging to Graylog: unexpected Newtonsoft.Json.JsonSerializationException

I was trying to add Graylog support to a project. I added the latest NLog.Web.AspNetCore and NLog.Web.AspNetCore.Targets.Gelf packages, and set up the correct NLog.config file. I got the following exception message in the /c/temp/nloginternallog_bank...