That’s right, memtest86+ produces this output. From what I remember, that’s just how it is; adding the resource to /etc/grub.d causes Grub to make that announcement every time the configuration file is regenerated.
It’s perfectly safe to have it or not have it. You don’t need it, but it doesn’t hurt anything to have it. Moving it or deleting it is fine if you don’t want it.
memtest86+ (with the +) supports UEFI: https://memtest.org/