Everything I'm doing has the potential to trash all of the data on your computer, requiring a clean installation of macOS and subsequent data recovery from backups.
WARNING: Do not proceed with any of these steps unless you have the ability to restore a bare-metal backup. Needless to say, I failed miserably when I opted to have Kali install Grub and it overwrote my primary Boot Manager on the Mac and rendered the system unbootable (and eventually unrecoverable). So, I set about working on a dual-boot scenario. I originally thought I'd just build it into a Virtual Machine (using Parallels), but was concerned that I might not have the control over the hardware that I'd need in order to make Kali effective as a learning environment.
I recently decided to run Kali Linux on my MacBook.