The boot menu does not show up even though /etc/default/grub contains:
GRUB_DEFAULT=0
GRUB_HIDDEN_TIMEOUT=0
GRUB_HIDDEN_TIMEOUT_QUIET=true
GRUB_TIMEOUT=10
GRUB_DISTRIBUTOR=`lsb_release -i -s 2> /dev/null || echo Debian`
GRUB_CMDLINE_LINUX_DEFAULT="quiet splash"
GRUB_CMDLINE_LINUX=""
Yes, I did update-grub. Holding the shift key did not help either.
sudo grub-mkconfig