I was trying the GRUB load previously because the main instructions for creating a USB boot disk for Linux or Mac were not working for me. Also, the GRUB boot instructions did not work. However, now with a newer version of Memtest86 Version 10.1.0009 the Linux USB boot instructions work again, solving the boot problem that was the road-block even with the GRUB boot attempt previously.
Update: I copied the UBUNTU .iso file with dd to an SSD and booted from it in order to install the UEFI version of Ubuntu on the second SSD drive. I was able to UEFI boot it manually using the instructions with a manual GRUB boot from the live UBUNTU SSD:
GRUB boot loader instructions
One thing important to note is that I added the module chain with "insmod chain" and after the "chainloader" step, I had to add the line "boot". I was able to boot to the UEFI Ubuntu Linux in the second drive fine! I copied the necessary files also from the updated memtest86-10.01.009 source .img from the .iso file (easy to do with Ubuntu Disks). I created the recommended directory and then I could manually boot from there also.
So now I can boot from just GRUB. But it is quite a kludge right now because Ubuntu is not putting in GRUB correctly on the disk that it installs the UEFI version of the OS on. There is only one entry for that BOOT disk and it is not working as a boot volume using this second disk's GRUB. Only the Ubuntu live manual GRUB works at this time.
Older comments:
I needed to use a boot disk because the MemTest Free Version 10 from PassMark was not booting. The trouble was that a newer workaround was needed from PassMark. This issue is documented here:
Memtest86 hangs on Boot from USB - Macbook 2014 article from PassMark
The reference image is at this link on that site:
memtest86-usb-10.1.0009.zip file download link
I downloaded the link file and then in the Downloads directory I created a sub-directory named "memtest86-usb-10.1.0009". I copied the zip file into that directory and then used unzip like this:
unzip memtest86-usb-10.1.0009
I then copied the .iso image using dd following this link from the question, being careful to use an actual usb drive instead of an SSD. It may work also from an SSD image also but I have not tried that yet. I used the MemTest86 boot loader instead of GRUB because it is simpler to install:
Creating a MemTest86 bootable USB Flash drive in Linux/Mac
I just boot the Intel computer in BIOS mode and choose the first UEFI entry. The computer is configured in the BIOS for a UEFI boot since version 10, the latest MemTest version, requires that to boot properly according to their web-site.
I am currently testing 32 GB of Memory that had been previously tested with an older version, and all is fine as to be expected.
P.S. I also tested the dd from the .iso file to the SSD /dev/sda and then I moved that SSD drive to another computer and I chose to boot from it from the BIOS selection menu. Everything was fine there also. The computer boots fine and MemTest 10.1 FREE works fine. A next step would be the UEFI installation of Ubuntu. For some reason, my computers lack the UEFI option. I am still trying to figure out how to install Ubuntu on a fresh disk -- with a UEFI boot option.
I did find a reference:
Installation/UEFI-and-BIOS/stable-alternative
But the reference is overly-complicated for me as as-of-yet. Is there a simpler approach that works well?