The issue is on line 21 of /etc/grub.d/60_memtest86+ using --target=hints_string. (Also /etc/grub.d/60_memtest86+-efi)
If you run grub-probe --target=hints_string [memtest86-image] it will give you the same error.
I thought it was logged as an issue in the memtest86+ repo but I can’t find it. I’ll log it.
EDIT: Apologies I see @dmt has already posted this info. Can anyone tell me why I didn’t see this comment until after I had posted? I make sure to scroll through and read everything before commenting and this has happened a few times now where comments don’t display until after I’ve commented also.
Edit2: I created a new thread for this: Not all comments on a thread displayed until after I comment