Can UEFI Secure Boot be achieved on Macs prior to T2 secure chip?
Apple only officially supports macOS and Windows for use on Macs. Therefore, the firmware does not support Secure Boot. A Mac with a T2 chip can be configured to only allow booting of macOS and Windows 10. A Mac's firmware can not validate the integrity of a grub efi binary. Having T2 chip does not change this.
As for a setup mode, basically a Mac with a T2 has the following window.

The instructions for configuring can be found at the Apple website About Startup Security Utility.