You don’t need to and one of the major advantages of UEFI. There are several solutions:
grub
- a Boot Manager like rEFInd that will then load the individual Boot Loaders (Windows BOOTMGR, Grub, OS/2, etc.)
- UEFI Boot Manager (depends on your hardware manufacturer, but most allow this nowadays)
- No . (Emphasis mine)
- You could mount
/boot
on a 32G flash drive though and all the other files on a USB stick but that will make your installation more complex: you need both the Flash drive and the USB stick in the machine and if one of the 2 fails, everything fails so System Backups will become important to you!
- You can follow @mbb 's excellent advice