With UEFI you can always directly boot Windows from UEFI boot menu. Same key you used to load USB flash drive.

In fact you may need that as grub only boots working Windows. So if Windows is corrupted or if it turns fast start up back on, grub will not boot it.
Best to have Windows repair/recovery flash drive disk with repair console, but most times Windows recovery mode will work to fix Windows issues.

Some prefer to always boot from UEFI boot key & remove Windows entry from grub. If mostly using Windows you can set Windows in UEFI as default & then only boot Ubuntu when desired from UEFI boot menu.

Have not seen Ubuntu create a FAT16 ESP since about 12.04. And that was soon fixed. I believe FAT16 is still valid, but not recommended.