Create bootable USB with multiple installers?
I'll answer each of your questions separately:

All on one partition

Not possible with the current state of technology. Apple's startup systems look for bootable partitions, not images. You'll have to partition your device if you want to put many systems on it.

GRUB-style boot menu and selecting ISO

Try using macOS' built-in Startup Manager by holding down Option on boot. This will show you a list of bootable partitions that you can boot your system from.

Installers

If you intend to put OS X/macOS installers on your partition, look into createinstallmedia. Provide the path to the installer under the option --applicationpath and the disk to put the installer on (and make bootable) under the option --volume. Example syntax as follows:

/Applications/Install\ macOS\ Sierra.app/Contents/Resources/createinstallmedia --applicationpath /Applications/Install\ macOS\ Sierra.app --volume /Volumes/somevolume