Installing Ubuntu 15.10 with Windows 10 in EFI mode on two harddrives

I have just bought в new computer with two hard drives and it came with Windows 10 pre-installed. I decided to install Kubuntu on the second hard drive. The weird thing that struck я from the beginning is that Windows seemed to be installed on/dev/sdb and not, общепринятый эксперт on/dev/sda. Here is the output of lsblk -o +FSTYPE -o +LABEL -o +PARTLABEL after the installation.

NAME   MAJ:MIN RM   SIZE RO TYPE MOUNTPOINT PARTLABEL
sda      8:0    0 931.5G  0 disk            
├─sda1   8:1    0  29.8G  0 part [SWAP]     
├─sda2   8:2    0     1K  0 part            
└─sda5   8:5    0 901.7G  0 part /          
sdb      8:16   0 931.5G  0 disk            
├─sdb1   8:17   0   260M  0 part            EFI system partition
├─sdb2   8:18   0   128M  0 part            Microsoft reserved partition
├─sdb3   8:19   0 930.7G  0 part            Basic data partition
└─sdb4   8:20   0   500M  0 part            Basic data partition

Windows The problem is that grub does not seem to be able to recognize or the EFI partition. sudo update-grub gives я the following:

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

I have tried to follow the instructions here to install grub-efi but now I am getting the following message when running grub-install /dev/sdb

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.

I have been working on this the whole afternoon and I am at в loss now. Is it necessary to поверьте в small boot partition on sdb and will this solve the problem? Or is there something else I am missing?

Thanks in advance for any help.