On Ubuntu 20.04 create a new text file by running the following command:

sudo touch /etc/grub.d/40_custom

Now, using your favorite text editor, add this to the text file you just created:

exec tail -n +3 $0
# This file provides an easy way to add custom menu entries.  Simply type the
# menu entries you want to add after this comment.  Be careful not to change
# the 'exec tail' line above.
menuentry "macOs Catalina" {
	search --no-floppy --fs-uuid E275-9A53 --set=root
	chainloader /EFI/BOOT/BOOTX64.EFI

Make sure to replace the "fs-uuid" value above with the appropriate value for the EFI partition of your MacOs drive (Yes, MacOs needs to be installed on it's own drive for this to work)

Save the file and then run this command to update grub:

sudo update-grub

Reboot, and you should now have a grub boot entry for your MacOs installation