Trouble getting GRUB entry for Win10

I'm having trouble getting my (Win10/Ubuntu 15.10) dual boot set up the way I want. I have the following drives:

• 500GB SSD - Windows (/dev/sdb, default boot in BIOS)
• 250GB SSD - Ubuntu (/dev/sda, with GRUB installed here)
• 1TB HDD - Data, to be shared

Ideally I would be able to set the Ubuntu drive to be the default boot drive, and have GRUB with an entry for Windows to boot there if I want. I'd like to mess with the Windows drive as little as possible, since I always end up shooting myself in the foot in some weird way that requires a reinstall. However, I can't seem to get Ubuntu/GRUB to recognize Windows on the /dev/sdb drive. The output of sudo fdisk -l gives:

Disk /dev/sda: 238.5 GiB, 256060514304 bytes, 500118192 sectors
Units: sectors of 1 * 512 = 512 bytes
Sector size (logical/physical): 512 bytes / 512 bytes
I/O size (minimum/optimal): 512 bytes / 512 bytes
Disklabel type: dos
Disk identifier: 0x72af2e5d

Device     Boot     Start       End   Sectors   Size Id Type
/dev/sda1  *         2048    976895    974848   476M 83 Linux
/dev/sda2          978942 500117503 499138562   238G  5 Extended
/dev/sda5          978944  49805311  48826368  23.3G 83 Linux
/dev/sda6        49807360 469727231 419919872 200.2G 83 Linux
/dev/sda7       469729280 500117503  30388224  14.5G 82 Linux swap / Solaris

Disk /dev/sdb: 465.8 GiB, 500107862016 bytes, 976773168 sectors
Units: sectors of 1 * 512 = 512 bytes
Sector size (logical/physical): 512 bytes / 512 bytes
I/O size (minimum/optimal): 512 bytes / 512 bytes
Disklabel type: gpt
Disk identifier: 4CF7AF69-3795-45AE-96B5-E4AFBBDBDF08

Device         Start       End   Sectors   Size Type
/dev/sdb1       2048    616447    614400   300M Windows recovery environment
/dev/sdb2     616448    821247    204800   100M EFI System
/dev/sdb3     821248   1083391    262144   128M Microsoft reserved
/dev/sdb4    1083392 975851519 974768128 464.8G Microsoft basic data
/dev/sdb5  975851520 976773119    921600   450M Windows recovery environment

When I run sudo grub-install /dev/sdb, I get:

Installing for i386-pc platform.
grub-install: warning: this GPT partition label contains no BIOS Boot Partition; embedding won't be possible.
grub-install: error: embedding is not possible, but this is required for cross-disk install.

Running sudo update-grub only gives:

Generating grub configuration file ...
Found linux image: /boot/vmlinuz-4.2.0-18-generic
Found initrd image: /boot/initrd.img-4.2.0-18-generic
Found linux image: /boot/vmlinuz-4.2.0-16-generic
Found initrd image: /boot/initrd.img-4.2.0-16-generic
Found memtest86+ image: /memtest86+.elf
Found memtest86+ image: /memtest86+.bin
done

Running os-prober returns nothing. The results of boot-repair's summary is at http://paste.ubuntu.com/13323193/ (too long to paste here)

What am I missing to be able to add Windows to the GRUB list?