I made all possible tries that came to my head with all your suggestions.
Still, password : command not found.
However, I think all of use should use grub-password, especially when we use mobile systems (as laptops), UNLESS YOU USE A BIOS PASSWORD. You can check Google for what to do when you forget root password (perhaps, you all know about that). That's just simple to give root access to anyone with physical possession of the system.
I personally don't like BIOS passwords, because you have no simple way if you forget them. In fact, if you forget the root password, or even password, there remains an option for Live system, or complete Format in case the disk is encrypted. But, no way out if you forget the BIOS password.
That's why I want to have GRUB password. Please tell some other way, you know or you have tried.
I have done much googling on the topic, and still can't conclude.
I am going to try now with Debian Stretch installed in VirtualBox in EFI mode. Let's see how far I go.