As I work as a technician, often I need to install Windows.
I use my own method to create a multiboot USB using GRUB.
I have managed to create a USB (16GB) with three Windows (Windows 7 BIOS, Windows 10 32 bits BIOS, Windows 10 64 bits EFI).
I want to share this with the community, creating a question and answering it myself, having in mind that maybe lots of users share my type of work.
Since the method involves installing GRUB to a USB, and it's not really a Windows problem (IMHO) I was wondering if this would be considered on topic, or rather would be better suited to superuser.com, and if it's a good idea to self-answer.