Triple Boot Mac OS Sierra, Windows 10, Kali Linux 2.0 On A Macbook Pro
I sugest the  easiest  way is to instal Mac and windows as you have done before make the partition etc then when you go to install Grub there is an option where to install it. install to the partition where the linux installation is (take note during partitioning the location) this way the boot partition doesn't get edited and often it cant be on new systems except by the host OS. then make a bootable usb with supergrub2 to boot linux this way when osx updates or anything else decides to write to EFI your ok. this still gives you the option to direct refind or whatever bootmanager to grub