I installed Kali rolling on my zenbook without any issues.
Try to disable secure boot and enable "launch csm"
If you want to dual boot, just note that enabling "launch csm" is basically enabling legacy boot mode, so it will affect booting your current windows installation.
You need to disable secure boot before you can enable the launch csm option
Bios -> Security -> Secure boot menu -> Secure boot control -> disabled
and then
Bios -> Boot -> Launch csm -> enabled
