Since it is a UEFI system, you have several options. During POST, you can press one of the F keys to bring up the UEFI boot options screen. This will show all of your operating systems. The F key depends on the manufacturer. F8, F9, F2, etc., depending.
Another way is to set
Code:
GRUB_DISABLE_OS_PROBER=false
in /etc/defaults/grub and run
Code:
grub-mkconfig -o file_name
as the previous poster said.
You could also edit /etc/grub.d/40_custom and add a chainloader stanza. But since you did not install Ubuntu bootloader, this might not work. You can also add a direct boot stanza to 40_custom which should work. But os-prober does this automatically. I have never used Kali, so I don't know if os-prober is installed by default.