Having the same issue here. Basically not looking to install kali on macbook pro, I'd like to have a live Kali USB with persistence that could preferably boot BIOS and UEFI. I've tried unetbootin, dd, mac linux usb loader with no success. Am I correct in assuming that you installed kali after creating a bootable cd/dvd and were unsuccessful in creating a live USB? Research suggests it may be possible to boot from a cd/dvd then continue to run on a live USB but that seems a little ridiculous to me. Anyways any information would be greatly appreciated.