/etc/grub.d/20_memtest86+ is in memtest86+ 5.01-3ubuntu2.
This file is owned by root:root, with mode 0o755.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73  | #!/bin/sh
set -e
if [ -f /usr/lib/grub/grub-mkconfig_lib ]; then
  . /usr/lib/grub/grub-mkconfig_lib
  LX=linux16
elif [ -f /usr/lib/grub/update-grub_lib ]; then
  . /usr/lib/grub/update-grub_lib
  LX=linux
else
  # no grub file, so we notify and exit gracefully
  echo "Cannot find grub config file, exiting." >&2
  exit 0
fi
# We need 16-bit boot, which isn't available on EFI.
if [ -d /sys/firmware/efi ]; then
  exit 0
fi
# We can't cope with loop-mounted devices here.
case ${GRUB_DEVICE_BOOT} in
  /dev/loop/*|/dev/loop[0-9]) exit 0 ;;
esac
export TEXTDOMAIN=memtest86+
prepare_boot_cache="$(prepare_grub_to_access_device ${GRUB_DEVICE_BOOT} | sed -e "s/^/\t/")"
if test -e /boot/memtest86+.elf ; then
  MEMTESTPATH=$( make_system_path_relative_to_its_root "/boot/memtest86+.elf" )
  echo "Found memtest86+ image: $MEMTESTPATH" >&2
  cat << EOF
menuentry '$(gettext_printf "Memory test (memtest86+)")' {
EOF
  printf '%s\n' "${prepare_boot_cache}"
  cat << EOF
	knetbsd	$MEMTESTPATH
}
EOF
fi
if test -e /boot/memtest86+.bin ; then
  MEMTESTPATH=$( make_system_path_relative_to_its_root "/boot/memtest86+.bin" )
  echo "Found memtest86+ image: $MEMTESTPATH" >&2
  cat << EOF
menuentry '$(gettext_printf "Memory test (memtest86+, serial console 115200)")' {
EOF
  printf '%s\n' "${prepare_boot_cache}"
  cat << EOF
	$LX	$MEMTESTPATH console=ttyS0,115200n8
}
EOF
fi
#if test -e /boot/memtest86+_multiboot.bin ; then
#  MEMTESTPATH=$( make_system_path_relative_to_its_root "/boot/memtest86+_multiboot.bin" )
#  echo "Found memtest86+ multiboot image: $MEMTESTPATH" >&2
#  cat << EOF
#menuentry '$(gettext_printf "Memory test (memtest86+, experimental multiboot)")' {
#EOF
#  printf '%s\n' "${prepare_boot_cache}"
#  cat << EOF
#	multiboot	$MEMTESTPATH
#}
#menuentry '$(gettext_printf "Memory test (memtest86+, serial console 115200, experimental multiboot)")' {
#EOF
#  printf '%s\n' "${prepare_boot_cache}"
#  cat << EOF
#	multiboot	$MEMTESTPATH console=ttyS0,115200n8
#}
#EOF
#fi
 |