Have you already created the command to insert your drawing (or block)? If not, in "Customize - Order" right-click in the list of commands and choose "New Order". Give it a name ("command" by default), tell it what to do in the "Command String" box. In your case, it might be "_insert c:\grille250.dwg".
In the menu section, associate your menu with the order you just created.
And that's it.
NB: Under Ubuntu, there are surprises from time to time in the customization of the menus, in Windows it's OK.