Great question — answering as the UphillTech team:
I'm guessing you're using UEFI boot with fast boot enabled, so there's no time to press the key that boots into setup. Use the command fwsetup in the GRUB prompt. It should reboot the computer into setup. Then remove GRUB as a boot option. Optionally you can remove GRUB from the EFI system partition, but there's no harm in leaving it there. You can do that by assigning the partition a letter in diskpart and deleting Ubuntu leftovers from there.
Full answer by gronostaj: https://superuser.stackexchange.com/a/1655621 (CC BY-SA 4.0).
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