Mac boot menu not showing recently installed Linux OS
There are two methods which can be used when an installed Linux does not appear in the Mac Startup Manager. (The OP refers to the Mac Startup Manager as the &quot;boot menu&quot;.)

Method 1: Create folders, copy files and rename files from the linux installation so the Linux will appear in the Mac Startup Manager.  This may not be possible will all Linux installations. The main problem with this method is that the Linux installation does not know of these changes. So future updates to Linux may cause an unstable boot environment.
Method 2: Basically this is the same as Method 1 except instead of harvesting files from the Linux installation, the necessary files are taken from the download of the rEFInd Boot Manger.

In the case of Kali Linux, the steps to implement Method 1 are given below.

Boot to macOS.

Mount the EFI volume. Open a Terminal application window and enter the command given below.
sudo diskutil mount disk0s1


Create folders, copy files and rename files. Enter the following commands in the Terminal application window.
mkdir -p /Volumes/EFI/EFI/BOOT
cp /Volumes/EFI/EFI/kali/grubx64.efi /Volumes/EFI/EFI/BOOT/bootx64.efi


Unmount the EFI volume. Enter the command given below.
diskutil unmount disk0s1



The steps to implement Method 2 are given below.

Boot to macOS.

Use Safari to download rEFInd. Be default, the download should automatically unzip to the ~/Downloads/refind-bin-0.12.0 folder.

Mount the EFI volume. Open a Terminal application window and enter the command given below.
sudo diskutil mount disk0s1


Create folders, copy files and rename files. Enter the following commands in the Terminal application window.
cd ~/Downloads/refind-bin-0.12.0/refind
mkdir -p /Volumes/EFI/EFI/BOOT
cp refind_x64.efi /Volumes/EFI/EFI/BOOT/boot_x64.efi
cp refind.conf-sample /Volumes/EFI/EFI/BOOT/refind.conf


Edit rEFInd configuration file. Enter the following command in the Terminal application window.
nano /Volumes/EFI/EFI/BOOT/refind.conf

Add the following text to the end of the file. When finished press control+X key combination to save the modified buffer and exit the editor.
timeout -1
hideui all
scanfor manual
menuentry Kali {
loader /EFI/kali/grubx64.efi
}


Change the label which will appear on the Mac Startup Manager display. Enter the command given below.
bless --folder /Volumes/EFI/EFI/BOOT --label Kali


(Optional.) Install a Kali icon to appear on the Mac Startup Manager display. Use Safari to download Mac icns. Enter the following commands to install the icon.
hdiutil attach ~/Downloads/mac-icns.dmg 
cp /Volumes/mac-icns/OSX10.11.6/os_kali.icns /Volumes/EFI/.VolumeIcon.icns
diskutil eject mac-icns


Remove the ._* files.  Enter the command given below.
dot_clean /Volumes/EFI/EFI/BOOT


Unmount the EFI volume. Enter the command given below.
diskutil unmount disk0s1



I should point out that the Offensive Security macOS/Kali dual boot installation instructions replaced the Mac Startup Manager with the rEFInd Startup Manager. The installation procedure outlined by the OP seems to followed those of Offensive Security, but did not finish with the installation of rEFInd. The OP might consider continuing the installation by starting with the instructions in the section titled &quot;Installing rEFInd using Kali Linux&quot;.