FWIW When running on a Notebook I usually have to press fn+Shift to get the GRUB Menu to appear, so if applicable and you can't get the GRUB Menu to show pressing the Shift try fn+Shift. Other then that, another option is to have the GRUB Menu always show for a few seconds and then you can stop the timeout by pressing the space bar (or other key).
In a Terminal:
gksudo gedit /etc/default/grub
Then when gedit loads, comment out (place a # in front) the following line:
GRUB_HIDDEN_TIMEOUT=0
Also set the following to a lower value if you want (3~5 seconds is reasonable):
GRUB_TIMEOUT=10
Then save the file and in the Terminal issue the following command:
sudo update-grub
Now reboot the Virtual Machine and the GRUB Menu will display for the value of "GRUB_TIMEOUT" and you'll now have time to interact and should work much better then it has for you so far. 