I am slowly crawling the Popup.js file, and I have "improved" my popup: 
     _myPopup = Splunk.Popup.createEAIForm(window, "My popup", 
    {
            url : Splunk.util.make_url('manager',                                                
            Splunk.util.getCurrentApp(),                                                
            '/saved/eventtypes/_new?action=edit&noContainer=2&viewFilter=modal&eleOnly=1'), 
             title : "My Popup",
            pclass : "myPopupClass",
            buttons :
            [
                    {
                            label: 'Cancel',
                            type : 'secondary',
                            callback: cancel
                    },
                    {
                            label: 'Apply',
                            type : 'primary',
                            callback: handleSaveSubmit
                    }
            ]
    });
  
 I think I have understood that you can't directly inject some html code inside it. It looks like you have to take the layout of the popup from a page (by the url property). I have taken this example from the Popup.js file itself, and I can use it in my page, but there is so many things that I still don't have any clue: 
 1°) How to create the html content and where to put it for it to be displayed in the popup  
2°) How do you pass values back and forth the page <-> popup (how do you save changes done in the popup)  
3°) Where can I find documentation on the Popup class (except from inside the code comments)? (I don't know what meansEAIForm, what exactly does the make_url function ...) 
 If any one could help, it would be greatly appreciated 
 PS: I have put it inside another answer for clarity, besides it partially answer the question 
  
 EDIT: 
 I was able to answer 1°) : here is the code of my popup: 
  _myPopup = Splunk.Popup.createEAIForm(window, "My Popup Name",
{
        url : Splunk.util.make_url('app', Splunk.util.getCurrentApp(), 'The view you want your popup to be populated with'),
        title : "My popup",
        pclass : "myPopupClass",
        buttons :
        [
                {
                        label: 'Cancel',
                        type : 'secondary',
                        callback: cancel
                },
                {
                        label: 'Apply',
                        type : 'primary',
                        callback: handleSaveSubmit
                }
        ]
});
  
 I still have a problem (JS error: TypeError: Splunk.EAI.getInstance(...) is null). I am currently investigating. 
 Hope this helps, but I still don't know how to do n°2. 
						
					
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