I just created a live USB with MX Linux that works as you mentioned before, and the changes I mentioned worked flawlessly.
Steps:
1. Use Live USB Maker with a 32GBs USB device and MX Linux 19.4 x64. I selected to use only 20% and leave the rest FREE; and also (advanced options) selected to create a GPT partition table.
2. Use Gparted to create a 8GBs NTFS partition for Windows 10, and the rest for an ext4 partition to store other Linux/Android distros.

3. I had to boot into Windows because I couldn't extract the 5.6 GBs Windows 10 ISO to the NTFS partition. Did it there (on the Windows system).
4. Edited the /boot/grub/grub.cfg file and /boot/grub/config/default.cfg files as described previously.
5. Rebooted. The MX Grub menus were taking up 100% of the screen and didn't look stretched (except for the background image).
6. Used Boot Rescue Menus to search for EFI entries. Found all my antiX EFI entries, and the installed Windows EFI entry. But also found the efibootmgr file for the NTFS W10 installer partition I created in step 2 and 3,
7. Selected this W10 EFI installer and got the screen with the windows circle progress animation not stretched and in the correct 16:9 proportions.
8. I finally got the Windows Installer to show up. Cancelled and exited the Installer screen and rebooted to my antiX installation to write this.
So, it works. The error you experienced may be already there before you edited anything or some other change you haven't explained yet.
If you need more proof I will record it with my phone and publish it on Youtube, but I cannot do this right now.
PS: I will also report something on the
MX bug tracker related to the grub.cfg which I already
reported on antiX, and thought was also fixed on the MX grub boot configuration.