• Create a partition table and make a fat32 partition that uses the whole usb key space.

cfdisk /dev/sdb
mkfs.vfat /dev/sdb1

• Install grub on the usb key

mount /dev/sdb1 /mnt
grub-install --no-floppy --root-directory=/mnt /dev/sdb

• Create a grub.cfg file in /boot/grub/ with the following contents:

menuentry "debian-installer-i386" {
  linux /boot/vmlinuz_i386 vga=788 -- quiet
  initrd /boot/initrd_i386.gz
}

menuentry "debian-installer-i386 expert" {
  linux /boot/vmlinuz_i386 priority=low vga=788 --
  initrd /boot/initrd_i386.gz
} 

menuentry "debian-installer-amd64" {
  linux /boot/vmlinuz_amd64 vga=788 -- quiet
  initrd /boot/initrd_amd64.gz
} 

menuentry "debian-installer-amd64 expert" {
  linux /boot/vmlinuz_amd64 priority=low vga=788 --
  initrd /boot/initrd_amd64.gz
}

menuentry "live amd64" {
  linux /boot/live_amd64/vmlinuz boot=live live-media-path=/boot/live_amd64 persistent-path=/persistent/amd64/ live-config persistent
  initrd /boot/live_amd64/initrd.img
}

menuentry "live i386" {
  linux /boot/live_i386/vmlinuz boot=live live-media-path=/boot/live_i386 persistent-path=/persistent/i386/ live-config persistent
  initrd /boot/live_i386/initrd.img
}