is it possible to go back one level depends on some condition in grub menuentry?

Question

It looks like it is not possible to abort a menuentry content, for example:

submenu test1 {
  menuentry test2 {
    echo "play1"
    cmd1 # even this failed, it still continue to next line
    echo "play2"
    return 1 # this also does not work
    exit # this works but it exit the entire grub
    echo "play3"
  }
}

What I want is similar to set -e in bash, but only return to previous menu. How can I achieve this?