Found the problem! After playing around with the GRUB settings I activated the beep option
# Uncomment to get a beep at GRUB start
GRUB_INIT_TUNE="480 440 1"
I realized that GRUB is loading but is not visible. So I changed the setting for text console output instead of graphical:
# Uncomment to disable graphical terminal
GRUB_TERMINAL_OUTPUT=console
That did the trick. Dunno why graphical GRUB menu is not working anymore…