Finally I took the decision to install Ubuntu Mate on My MacBook Pro, in general it is not that hard, but it is not trivial as well, briefly the steps I followed:
Install it from Refind. In my case I downloaded the zip file, as of this writing: refind-bin-0.10.4.zip.
I did the installation in “Recovery mode”. Boot the machine and press at the same time CMD+R.
Open a terminal and make the installation of Refind.
On next boot the refind screen should appear.
The following is to install Ubuntu Mate, I got mine in a USB stick and I booted the USB using the EFI boot.
The installation went OK, unfortunately I installed Grub on the same partition as Refind and it didn’t boot anymore, I went into Recovery mode again and reinstalled Refind it, now I have dual boot and Ubuntu Mate works like a charm in my MacBook Pro, well, I had to install the Intel drivers for the graphics card, but I will go into those details in another post.