In this paper we report on a search for short-duration gravitational wave bursts in the frequency range 64 Hz-1792 Hz associated with gamma-ray bursts (GRBs), using data from GEO600 and one of the LIGO or Virgo detectors. We introduce the method of a linear search grid to analyse GRB events with large sky localisation uncertainties such as the localisations provided by the Fermi Gamma-ray Burst Monitor (GBM). Coherent searches for gravitational waves (GWs) can be computationally intensive when the GRB sky position is not well-localised, due to the corrections required for the difference in arrival time between detectors. Using a linear search grid we are able to reduce the computational cost of the analysis by a factor of O(10) for GBM events. Furthermore, we demonstrate that our analysis pipeline can improve upon the sky localisation of GRBs detected by the GBM, if a high-frequency GW signal is observed in coincidence. We use the linear search grid method in a search for GWs associated with 129 GRBs observed satellite-based gamma-ray experiments between 2006 and 2011. The GRBs in our sample had not been previously analysed for GW counterparts. A fraction of our GRB events are analysed using data from GEO600 while the detector was using squeezed-light states to improve its sensitivity; this is the first search for GWs using data from a squeezed-light interferometric observatory. We find no evidence for GW signals, either with any individual GRB in this sample or with the population as a whole. For each GRB we place lower bounds on the distance to the progenitor, assuming a fixed GW emission energy of $10^{-2} M_{odot}c^{2}$, with a median exclusion distance of 0.8 Mpc for emission at 500 Hz and 0.3 Mpc at 1 kHz. The reduced computational cost associated with a linear search grid will enable rapid searches for GWs associated with Fermi GBM events in the Advanced detector era.
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