The parameters of a $q$-ary MDS Euclidean self-dual codes are completely determined by its length and the construction of MDS Euclidean self-dual codes with new length has been widely investigated in recent years. In this paper, we give a further study on the construction of MDS Euclidean self-dual codes via generalized Reed-Solomon (GRS) codes and their extended codes. The main idea of our construction is to choose suitable evaluation points such that the corresponding (extended) GRS codes are Euclidean self-dual. Firstly, we consider the evaluation set consists of two disjoint subsets, one of which is based on the trace function, the other one is a union of a subspace and its cosets. Then four new families of MDS Euclidean self-dual codes are constructed. Secondly, we give a simple but useful lemma to ensure that the symmetric difference of two intersecting subsets of finite fields can be taken as the desired evaluation set. Based on this lemma, we generalize our first construction and provide two new families of MDS Euclidean self-dual codes. Finally, by using two multiplicative subgroups and their cosets which have nonempty intersection, we present three generic constructions of MDS Euclidean self-dual codes with flexible parameters. Several new families of MDS Euclidean self-dual codes are explicitly constructed.
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