Ah it's good stuff indeed.
I actually did make a script to do the job for me at /usr/local/bin/windows. In case anyone wants to use it:
if [ "$1" != "-p" ]; then
echo -e "Do you wish to boot to windows? Use -p, ie: windows -p\n"
echo "savedefault --default=3 --once" | grub --batch
Of course replace the -default=3 with the correct choice in your own grub menu. The numbering starts at 0. So in my case 3, is 4th in the list.