We add a custom boot entry in GRUB2 in a slightly different way from GRUB. In GRUB2, instead of editing the actual /boot/grub/grub.cfg, we work with /etc/default/grub and /etc/grub.d. Let's do a listing of /etc/grub.d to see all of the available files:
philip@ubuntu:~$ ls -l /etc/grub.d/
total 76
-rwxr-xr-x 1 root root 9791 Apr 15 2016 00_header
-rwxr-xr-x 1 root root 6258 Mar 15 2016 05_debian_theme
-rwxr-xr-x 1 root root 12261 Apr 15 2016 10_linux
-rwxr-xr-x 1 root root 11082 Apr 15 2016 20_linux_xen
-rwxr-xr-x 1 root root 1992 Jan 28 2016 20_memtest86+
-rwxr-xr-x 1 root root 11692 Apr 15 2016 30_os-prober
-rwxr-xr-x 1 root root 1418 Apr 15 2016 30_uefi-firmware
-rwxr-xr-x 1 root root 214 Apr 15 2016 40_custom
-rwxr-xr-x 1 root root 216 Apr 15 2016 41_custom
-rw-r--r-- 1 root root 483 Apr 15 2016 README
philip@ubuntu:~$
Before you work with GRUB2, always...