Problem: cannot catch grub configuration to customize during boot time. Grub seems to skip the configuration choice.
The below will change the grub splash image at boot time. Requires Imagemagick. Do it at your own risk! Prepare your picture in any format.
sudo cp /boot/grub/splash.xpm.gz ./splash.xpm.gz.bak
convert -resize 640x480 -colors 14 YOUR_PICTURE.jpg splash.xpm
sudo cp splash.xpm.gz /boot/grub/