This happens on the latest Debian/Testing when booting a HP ML110 Gen9 with EFI, the screen goes gray and nothing happens when it tries to boot Memtest86+.
An example of GRUB code to not show the Memtest86+ menu item when booted from EFI was given, why can't that be used? -- My Main Blog http://etbe.coker.com.au/ My Documents Blog http://doc.coker.com.au/