This is not a step by step guide. The purpose is to explain how I got past some of the issues in this process.
I used UTM. Then followed the Kali docs.
When I opened the installer it left me with a black screen, and found this fix:
When I selected "Graphical Install" I ended up with a black screen and blinking cursor. I needed to make two changes.
- Under the Kali Linux launcher in the left panel select "Edit" and goto "Display". Change to "Console Only". Save.
- When you "Run" choose the "Install" option and NOT the "Graphical Install"
Then at the end, once I had run the installer, I needed to go to the bottom of the UTM interface. Then select CD/DVD, and select "clear". This makes it so the next time you boot into the Kali VM, you are not booting into the installer, but the machine itself.
Hopefully this was helpful for troubleshooting.