This tutorial is going to cover setting up X11 forwarding via SSH from your Kali box to your Mac. This is a great way to host your Kali machine on a server (Home Server or VPS) and still have access to tools like Burp that require a GUI.
First thing you will need to do is download and install XQuartz from http://xquartz.macosforge.org/landing/
Next we need to enable the ssh server service.
Lets make sure we know the IP of our machine. This is my internal lab machine so the IP is non routable, but if you had this going through a firewall you would obviously need to forward SSH to your Kali box before trying to SSH to your external IP address.