I done everything as you wrote, have some warnings when I type update-grub

root@kali:/# update-grub
Generating grub configuration file ...
Found background image: /usr/share/images/desktop-base/desktop-grub.png
Found linux image: /boot/vmlinuz-4.13.0-kali1-amd64
Found initrd image: /boot/initrd.img-4.13.0-kali1-amd64
WARNING: Device /dev/loop0 not initialized in udev database even after waiting 10000000 microseconds.
WARNING: Device /dev/sda1 not initialized in udev database even after waiting 10000000 microseconds.
WARNING: Device /dev/sdb1 not initialized in udev database even after waiting 10000000 microseconds.
WARNING: Device /dev/sdb2 not initialized in udev database even after waiting 10000000 microseconds.
WARNING: Device /dev/sdb3 not initialized in udev database even after waiting 10000000 microseconds.
WARNING: Device /dev/sdb4 not initialized in udev database even after waiting 10000000 microseconds.
WARNING: Device /dev/sdb5 not initialized in udev database even after waiting 10000000 microseconds.
WARNING: Device /dev/sdb6 not initialized in udev database even after waiting 10000000 microseconds.
Adding boot menu entry for EFI firmware configuration
done

Now I can see "kali" in my boot menu but when I boot it show me promp in top-left corner and after 2-3 sec. reboot to windows

Please help!