In the last couple of years I have been running Ubuntu (full installation) from my old 64GB USB 3.0 on my native Windows laptop: on system startup, from Windows bootloader, I can choose to boot from USB and this would load my grub bootloader that I previously installed on the same USB drive. So far, so good.
I recently bought a way more performant 256GB USB 3.0. What I'd like to do now is to have the possibility to choose between Ubuntu or Kali from grub when booting from USB. The steps to achieve this configuration are not clear to me, actually I don't even know if it is a feasible thing. I do not want to boot Kali from a different USB than the one where Ubuntu is running, mainly because I only have one USB 3.0 port on my laptop and this pendrive has such a huge capacity that I don't need all this space for a single OS.
At first I thought about installing Ubuntu on my new USB, then using dd to install the Kali iso on a USB partition that I can create during Ubuntu's installation procedure, but then I thought this would probably fail, trying to erase completely the pendrive. Am I mistaken? Any help is really appreciated.