Can't get nice boot loader screen

I'm following the instructions here, with Ubuntu 22.04 LTS, and have / have executed the following in /etc/grub.d:

Steps 1 - 3: Ok

Step 4: linux_10:

Open /etc/grub.d/10_linux and search for (towards bottom):    
echo "submenu '$(gettext_printf "Advanced options for %s" "${OS}" | grub_quote)'
Insert the following immediatly after:    
--class recovery --class repair

Result:

echo "submenu '$(gettext_printf "Advanced options for %s" "${OS}" | grub_quote)' \$menuentry_id_option 'gnulinux-advanced-$boot_device_id' {"
--class recover --class repair

Step 5: 30_uefi-firmware

Open /etc/grub.d/30_uefi-firmware and search for (towards the bottom) :
menuentry '$LABEL'
Insert the following immediatly after:
--class secure --class recovery
(note: replace LABEL=System Setup with LABEL=Secure Boot)

I can not execute "(note: replace LABEL=System Setup with LABEL=Secure Boot)", as there is no LABEL=System Setup line; only LABEL="UEFI Firmware Settings".

menuentry '$LABEL' \$menuentry_id_option 'uefi-firmware' {
        fwsetup
}
--class secure --class recovery

Step 6: 25_custom / **30_os-prober:

I have not run boot-repair, so the first part is irrelevant. For the second part:

If not, open /etc/grub.d/30_os-prober and search for :
'$(echo "${LONGNAME} $onstr" | grub_quote)' --class windows
Replace ${LONGNAME} $onstr with Windows (note: edit title as desired.)

This is no there is no '$(echo "${LONGNAME} $onstr" | grub_quote)' --class windows line, so I can't execute the instructions

At the end, I ran sudo update-grub. Upon reboot, I get the old terminal boot menu.