There's a useful guide on tweaking Grub 2
here
I'm not sure that I haven't misunderstood you.
If what you posted above is what you're using, I'm not surprised that the menu doesn't show. Here's mine:
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="setkmap=fr splash vga=773"
As you see, there is a # in front of GRUB_HIDDEN_TIMEOUT=0
The menu comes up when I boot, and I can choose which OS to boot into. If I don't make up my mind in 10 seconds, it boots into the default OS - the first one on the list, in my case.
Is this what you wanted?
You talk about "options". If you're referring to kernel options, they are specified in the last line of what I show above: setkmap=fr because I have an azerty keyboard, splash for the splash screen, and vga=773 for the screen mode. (This last is deprecated - should be vga=normal, I think - and I get scolded for it every time I boot
).
If it's memtest86 that you want, make sure that the file /etc/grub.d/20_memtest86+ exists and is executable.
Hope this helps.