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 GEO\,600 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, for example the localisations provided by the \emph{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 $\mathcal{O}$(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 method of the linear grid 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 GEO\,600 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, under an assumption of a fixed GW emission energy of $10^{-2}\,\mathrm{M_{\odot}c^{2}}$, 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 \emph{Fermi} GBM events once the Advanced LIGO and Virgo detectors begin operation.