Create a Multi bootable USB flash drive
https://wiki.archlinux.org/title/Multiboot_USB_drive#Installing_GRUB
git clone https://github.com/jim945/autoiso-multiboot.git
cd autoiso-multiboot
sudo rsync --recursive --times --progress --verbose --delete --exclude=.git --exclude='*.md' . /mnt/boot/grub/autoiso
Download memtest86
cd ~/Downloads
mkdir memtest86
unzip -d memtest86 memtest86-usb.zip
cd memtest86
mkdir ./tmp
sudo mount -o loop,offset=$(( $(fdisk -lu memtest86-usb.img | awk '/EFI System/ {print $2}') * 512 )) ./memtest86-usb.img ~/Downloads/memtest86/tmp
rsync --times --progress --verbose ./tmp/EFI/BOOT/ /mnt/boot/memtest86+
cp grub.cfg /mnt/boot/grub
sudo usermod -aG vboxusers $USER
Settings -> USB -> USB Device Filters -> Adds new USB filter
Start the machine
https://wiki.archlinux.org/title/Multiboot_USB_drive
https://www.memtest86.com/tech_configuring-grub.html
https://lists.gnu.org/archive/html/help-grub/2016-01/msg00067.html
https://www.supergrubdisk.org/wiki/Loopback.cfg
https://www.gnu.org/software/grub/manual/grub/html_node/index.html#SEC_Contents