Sorry... I was not clear and that tip jumps ahead to after you have the partition created and for Grub Install.
You can do this easily in your Disks app.
You want the EFI partition to be your Very First Partition.
I see in your screenshot - you have a small 1meg partition - that can be expanded and used.
In formatting, choose the EFI option.
Here are some guides to increase your familiarity with the Disks App:
When something is new and unfamiliar, it looks daunting. It becomes easy to think words like, "I can't do it." Or, a person might try to Blindly Attempt things.
You can do it. Remember that you are capable but it is okay to slow down and ensure that you follow the proper steps in the right order and not take blind swings.
Demystify what you are doing and what you are doing will start making more sense.