Partition and Formatting

sudo fdisk /dev/sdb (change usb device from sdb to your one)

            Command (m for help): d
            Selected partition 1
            Command (m for help): n
            Partition type:
            p   primary (0 primary, 0 extended, 4 free)
            e   extended
            Select (default p): p
            Partition number (1-4, default 1): 1
            First sector (2048-30871551, default 2048): 
            Using default value 2048
            Last sector, +sectors or +size{K,M,G} (2048-30871551, default 30871551): 
            Using default value 30871551
            Command (m for help): a
            Partition number (1-4): 1
            Command (m for help): p
            Disk /dev/sdd: 15.8 GB, 15806234624 bytes
            255 heads, 63 sectors/track, 1921 cylinders, total 30871552 sectors
            Units = sectors of 1 * 512 = 512 bytes
            Sector size (logical/physical): 512 bytes / 512 bytes
            I/O size (minimum/optimal): 512 bytes / 512 bytes
            Disk identifier: 0x3a42665b
            Device Boot      Start         End      Blocks   Id  System
            /dev/sdd1   *        2048    30871551    15434752   83  Linux
            Command (m for help): w
            The partition table has been altered!
            Calling ioctl() to re-read partition table.
            Syncing disks. 
    

Install GRUB2 to USB drive

            $ sudo mkfs.ext2 /dev/sdx1
            $ sudo mkdir /mnt/usb
            $ sudo mount /dev/sdx1 /mnt/USB
            $ sudo grub2-install --force --no-floppy --root-directory=/mnt/usb /dev/sdx
            Installation finished. No error reported.
        

Download ISO image

Create a directory for iso images and put iso files

            $ cd /mnt/usb/
            $ sudo mkdir img
            $ sudo rsync --info=progress2 mythbuntu-16.04.6-desktop-amd64.iso /mnt/usb/img/mythbuntu.iso
            $ sudo rsync --info=progress2 openSUSE-Leap-15.3-KDE-Live-x86_64-Media.iso /mnt/usb/img/opensuse.iso
        

Configure GRUB2

Create new file grub.cfg in the directory "/boot/grub2" with content:

            set timeout=10
            set default=0
            set isodir='/img'
            menuentry "Ubuntu (persistent)" {
            set isofile="/img/mythbuntu.iso"
            loopback loop $isofile
            linux (loop)/casper/vmlinuz boot=casper iso-scan/filename=$isofile noprompt noeject quiet splash fsck.mode=skip persistent
            initrd (loop)/casper/initrd
            }
            menuentry "Ubuntu (live only)" {
            set isofile="/img/mythbuntu.iso"
            loopback loop $isofile
            linux (loop)/casper/vmlinuz boot=casper iso-scan/filename=$isofile noprompt noeject quiet splash maybe-ubiquity nopersistent
            initrd (loop)/casper/initrd
            }
            menuentry "openSUSE boot:CDLABEL" {
            set isofile="/img/opensuse.iso"
            set isolabel="openSUSE_Leap_15.3_KDE_Live"
            loopback loop $isofile
            linux (loop)/boot/x86_64/loader/linux boot=isolinux iso-scan/filename=$isofile root=live:CDLABEL=$isolabel ro rd.live.image rhgb
            initrd (loop)/boot/x86_64/loader/initrd
            }
            menuentry "Install Debian i386 netinst" {
            loopback loop $isodir/debian-6.0.6-i386-netinst.iso
            linux (loop)/boot/i386/vmlinuz desktop=lxde --
            initrd /boot/i386/initrd.gz
            }
            menuentry "Grub2 HDD" {
            set root=(hd1)
            chainloader +1
            }
            menuentry "Restart" {
            reboot
            }
            menuentry "Shut Down" {
            halt
            }
        

The iso label can be determined with command

            $ isoinfo -d -i openSUSE-Leap-15.3-KDE-Live-x86_64-Media.iso | sed -n 's/Volume id: //p'
        

References:

• USB GRUB2 ISO installer
• Boot examples