I've been doing some testing and it appears the startup.nsh script is necessary due to my laptop's setup.
I changed the GRUB bootloader timeout setting to -1 which as I understand is suppose to stop it until a selection is made, my laptop stopped and never moved past the screen that executes the startup script. I timed it and then pressed a few keys and it seems to react and move to loading up Linux. I changed the timeout to 45 and I noticed that it took longer to boot up, still no menu. When I first set up my laptop I noticed if I didn't set a time delay on the UEFI selection for executing the startup script the script would execute then the Windows logo would appear in the middle of the text and start loading before the scripts text disappeared. I believe it might be something similar with the GRUB menu, I've read that you can change and make a background to add some style to the boot up menu. Maybe I need a picture to get the screen to change off the script text?
The entry is there, I can't see the menu to make a selection however, see below.