Based on https://www.pendrivelinux.com/boot-multiple-iso-from-usb-via-grub2-using-linux/#more-5352
Install Homebrew
Install grub
brew install i386-elf-grub
Prepare USB stick
USBDEV=disk6 # use "diskutil list" to determine device
sudo diskutil unmountDisk $USBDEV
sudo diskutil eraseDisk FAT32 MULTIBOOT MBR $USBDEV
sudo diskutil mountDisk $USBDEV
sudo /usr/local/opt/i386-elf-grub/sbin/i386-elf-grub-install --force --no-floppy --boot-directory=/Volumes/MULTIBOOT/boot /dev/r$USBDEV