1. Umount USB

2. Check the media -->
sudo fdisk -l

3. Make a filesystem to the USB partition. An example /dev/sdb1 --> 
sudo mkfs.ext2 /dev/sdb1 . You can use GParted also.

4. Mount USB partition --> 
sudo mount /dev/sdb1 /mnt

5. Install grub to USB -->
sudo grub-install --boot-directory=/mnt/boot /dev/sdb

6. Copy /boot -folder to the USB partition -->
sudo cp -R /boot* /mnt/

7. Umount USB
sudo umount /mnt