UEFI laptops sometimes want some massaging before they are willing to boot up the GRUB boot manager. Many postings show different ways to setup the boot manager.

Several UEFI-capable devices can be configured using efivars, to store which Boot Manager should be used by default (e.g. the Windows Boot Manager, Grub, ...). They then offer an option during startup to pick the appropriate boot manager. The MSI GS43VR does not support efivars. So in order to make sure that grub is used as your default boot manager, you have to do the following:

First follow the instructions of your distro to setup the boot manager. Afterwards, identify the UEFI boot partition, and mount it to your system:

# mount /dev/<your_uefi_partition> /boot/efi/

Then identify the location that your distro used to store the file grubx64.efi:

# find /boot/efi/ -name grubx64.efi
/boot/efi/EFI/debian/grubx64.efi

Make a copy of your old Boot loader from MSI:

# cp /bin/efi/EFI/Boot/bootx64.efi /bin/efi/EFI/Boot/bootx64_msi_orig.efi

Copy your distros grubx64.efi over the bootx64.efi loader:

# cp /boot/efi/EFI/<distro_folder>/grubx64.efi /boot/efi/EFI/Boot/bootx64.efi

The reason for this is simple: The MSI will boot the image EFI/Boot/bootx64.efi as the default image. By copying the grub loader to this location, the MSI loader will automatically load the grub loader as its only loader.

You have redo this step every time grub updates its grubx64.efi file. You also have to redo this step if you decide to change your preferred distro. The grubx64.efi of one distro is unlikely to be able to load the further stages that are provided by another distro and you will be put into a grub rescue prompt.