Tutorials for running live Kali on OSX often require you have networking on your laptop to apt install the drivers, but without an ethernet adapter you're not going to be able to do that, so this tutorial will cover a method of doing this manually, using another thumbdrive or external data source.
Download the appropriate Kali Linux .iso
- Download site: https://www.kali.org/downloads/
I used a 64 bit .iso image, downloaded via HTTP.