The Kali iso does not support being used as a EFI bootable source out of the box. This is easily fixed.
1) Create a bootable USB thumb drive of Kali using the directions at http://docs.kali.org/installation/ka...ve-usb-install
2) On the thumb drive create the following folder structure /EFI/Boot
3) Download bootx64.efi from ftp://mirrors.kernel.org/fedora/rele...4/os/EFI/BOOT/
This is an EFI bootable version of GRUB 2.00 from Fedora.
4) create a text file named grub.cfg in /EFI/Boot
The contents are:
# 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
}

5) Reboot the computer and bring up the one time boot screen and select your usb thumb drive under the EFI section.
You now have a usb thumb drive that can boot a BIOS and EFI system.

If you want to EFI install Kali to your computer then select the graphical or text install and continue as follows.
6) Once you get to the disk partition part of the install create a layout like this:
At least 400MB primary partition and select EFI boot partition as the type. This MUST be the first partition you create on the drive.
Setup the rest of the drive as you see fit
7) The installer will download and install the EFI enabled GRUB at the end of the installation. The installer is even kind of enough to make your new Kali Linux installation the default boot source. If you are dual booting Windows 7 EFI, there will be no option for Windows 7 at the grub menu.
To add a Windows 7 option to the menu do the following:
Create the following file /etc/grub.d/40_custom and add an entry like this:

menuentry "Windows 7" {
set root=(hd0,gpt1)
chainloader /EFI/Boot/bootx64.efi
}
You may have to change the set root line to reflect your system.
By adding the menuentry to /etc/grub.d/40_custom the option will continue to remain on the menu even after you do a update-grub.

Have fun EFI booting your system!