Follow all the steps explained here: https://docs.voidlinux.org/installation/live-images/guide.html
In cases where BootOrder is either not updated, or not saved/followed after you reboot, then you should try copying grubx64.efi to the common default EFI loader location.
You'll need to mount your EFI partition, and we'll assume it's on /mnt/. (In your installed Void system, the mount point would normally be /boot/efi/)
Source: https://wiki.voidlinux.org/Installation:_UEFI