My lifesaver:
create and chmod +x the file:
/etc/grub.d/15_Windows
Add this code:
#! /bin/sh -e
echo "Adding Windows" >&2
cat << EOF
menuentry "Windows" {
set root=(hd0,1)
chainloader +1
}
EOF
for grub2:
grub2-mkconfig -o /boot/grub2/grub2.cfg
or:
grub-mkconfig -o /boot/grub/grub.cfg