I use a combination of Time Machine, CrashPlan, and Arq to back up my system, you should too. Everything I'm doing has the potential to trash all of the data on your computer, requiring a clean installation of macOS and subsequent data recovery from backups. WARNING: Do not proceed with any of these steps unless you have the ability to restore a bare-metal backup. Needless to say, I failed miserably when I opted to have Kali install Grub and it overwrote my primary Boot Manager on the Mac and rendered the system unbootable (and eventually unrecoverable).

So, I set about working on a dual-boot scenario. I originally thought I'd just build it into a Virtual Machine (using Parallels), but was concerned that I might not have the control over the hardware that I'd need in order to make Kali effective as a learning environment. Lastly, if you are curious as to the reason why you would need to purchase a Wi-Fi adapter for your virtual machine in the first place, that is because the virtual machine is not allowed to access the host's internal Wi-Fi card, because it is a virtual machine and cannot interact with your computer on a hardware level unless you use something like a Wi-Fi adapter.I recently decided to run Kali Linux on my MacBook. Also, if you are considering purchasing a Wi-Fi adapter, I would suggest one that does not require extra drivers to be installed, as that would require access to the internet. However, I know some people who have told me that plugging in such an adapter to a USB hub will cause some sort of 'input error', just FYI.

I don't have much experience with Parallels, but I know that most virtual machine emulators allow you to connect other devices (again, such as an external Wi-Fi adapter). However, in order to connect to network interfaces - since you have mentioned the desire to use tools that require a connection to a Wi-Fi network - you will need a USB Wi-Fi adapter. It is possible to run Kali Linux in a virtual machine hypervisor, such as VirtualBox, VMware, and Parallels.

Kali linux on macos