Get the image
Go to https://www.offensive-security.com/kali-linux-vmware-virtualbox-image-download/ and download the latest virtual box disk image.
Extract the .ova file
Extract with The Unarchiver. You can get The Unarchiver application here: https://itunes.apple.com/gb/app/the-unarchiver/id425424353?mt=12
Convert to .vmx
Get the ovftool software from vmware.com and install it on your mac. https://www.vmware.com/support/developer/ovf/
In the terminal, use the ovftool to convert the image from an ova file to a vmx file:
$ /Applications/VMware\ OVF\ Tool/ovftool --lax Kali-Linux-2016.1-vbox-amd64.ova kali.vmx
Convert to Parallels format
In the terminal, use the prl_convert tool that comes with Parallells to convert the vmx into a Parallels VM:
$ prl_convert kali.vmx --allow-no-os
Now your new VM should appear in your Parallels VM menu
