Pipe to yad, every line will be a new row.
To show the submenu from grub .cfg the second example will do, requires new(er) yad with --tree option.
#!/bin/bash
awk -F\' '/menuentry / {print $2 }' /boot/grub/grub.cfg \
| yad --width=500 --height=400 --listen --list --separator="" \
--column="GRUB Menu Entry"
awk -F\' '$1=="menuentry " || $1=="submenu " {print 1+i++ "\n" $2 };
/\tmenuentry / {print 1+i+j++":" i "\n" $2 };' /boot/grub/grub.cfg \
| yad --width=500 --height=400 --listen --list --separator="" \
--tree --tree-expanded --column="GRUB Menu Entry"