Hi Guys,

After much research I've been able to create a workable live USB of Kali Linux that will work on a Macbook (or my Macbook at least).

I had no such luck making this bootable USB with Terminal in OSX or unetbootin.. Instead I had to rely on a free windows tool called "Rufus" available at http://rufus.akeo.ie

Step 1 - Have a working legal copy of windows XP, 7 or 8
Step 2 - Open Terminal in OSX and type sudo nano then paste this into it and save it as grub.cfg

# Config file for GRUB2 - The GNU GRand Unified Bootloader
# /boot/grub/grub.cfg

# DEVICE NAME CONVERSIONS
#
# Linux Grub
# -------------------------
# /dev/fd0 (fd0)
# /dev/sda (hd0)
# /dev/sdb2 (hd1,2)
# /dev/sda3 (hd0,3)
#
# root=UUID=dc08e5b0-e704-4573-b3f2-cfe41b73e62b persistent

set menu_color_normal=yellow/blue
set menu_color_highlight=blue/yellow

function load_video {
insmod efi_gop
insmod efi_uga
insmod video_bochs
insmod video_cirrus
insmod all_video
}

load_video
set gfxpayload=keep

# Timeout for menu
set timeout=5

# Set default boot entry as Entry 0
set default=0
set color_normal=yellow/blue

menuentry "Kali - Boot Non Persistent Mode" {
set root=(hd0,1)
linuxefi /live/vmlinuz boot=live noconfig=sudo username=root hostname=kali
initrdefi /live/initrd.img
}

menuentry "Kali - Boot Persistent" {
set root=(hd0,1)
linuxefi /live/vmlinuz boot=live noconfig=sudo username=root hostname=kali persistence
initrdefi /live/initrd.img
}

menuentry "Kali Failsafe" {
set root=(hd0,1)
linuxefi /live/vmlinuz boot=live config memtest noapic noapm nodma nomce nolapic nomodeset nosmp nosplash vga=normal
initrdefi /live/initrd.img
}

menuentry "Kali Forensics - No Drive or Swap Mount" {
set root=(hd0,1)
linuxefi /live/vmlinuz boot=live noconfig=sudo username=root hostname=kali noswap noautomount
initrdefi /live/initrd.img
}

menuentry "Kali Graphical Install" {
set root=(hd0,1)
linuxefi /install/gtk/vmlinuz video=vesa:ywrap,mtrr vga=788
initrdefi /install/gtk/initrd.gz
}

menuentry "Kali Text Install" {
set root=(hd0,1)
linuxefi /install/vmlinuz video=vesa:ywrap,mtrr vga=788
initrdefi /install/initrd.gz
}

Step 3 - Boot into Windows (make sure to bring the grub.cfg file with you) and download the amd64 (for 64bit machines) copy of Kali Linux
Step 4 - Download Rufus http://rufus.akeo.ie
Step 5 - Download the EFI boot64.efi which will allow the OSX EFI to read the USB and make it bootable
Step 6 - Get a USB flash drive, 8GB should be sufficient
Step 7 - Insert USB and launch Rufus
Step 8 - Keep default settings, select Kali Linux iso and use fat32 as the filesystem
Step 9 - After Rufus has finished making the bootable open the drive in windows explorer and create the file path /EFI/Boot
Step 10 - Copy the boot64.efi and the grub.cfg file into the /EFI/Boot file path
Step 11 - You should now have a working bootable USB copy of Kali Linux for your Mac.
Step 12 - Make sure when you hold down option on startup that you select "windows" in the orange/yellow color rather than the EFI option.

I take no responsibility for damage done by the user or anyone else to their or anyone else's machine.