I used rufus as well to set the bootable disk and was able to then use bofh28's directions. I did have to add the additional items from bootx64.efi download (i.e. grubx64.efi and MokManager.efi) in order for it to work. However, after I chose the EFI boot device from my Macbook Pro and used the default Kali (non persistent) choice in grub I get to the next screen and it hangs at "Secure boot not enabled". Is this an issue with the grub.cfg or did I miss a step somewhere?