Yes, that’s the grub menu of the live installer. But you said that message comes up before it. My next question would have been what happens when you just ignore it:
So something is wrong, but grub seems the wrong starting point.
I’ll say, go with the dd option and verify the USB device afterwards. You still need to verify the image before writing it, because that script calculates different hashes.
Actually, you might want to run diff-image-drive before doing anything else. No need to write it again, if it’s identical and the SHA-256 sum of the image is correct.