I retrieved the log files from the installer to an external USB. The error is not a fail to install error but the installer can not find the grub-efi-amd64 files. Important log dump below.

I was able to bypass the error by creating a custom Kali ISO. Following the steps here: http://docs.kali.org/downloading/live-build-a-custom-kali-iso

Within the custom ISO, I edited live-build-config/config/package-lists/kali.list.chroot and added the following packages to the end of the file

grub-common
grub-efi
grub-efi-amd64

After I added this files, I built to ISO and installed Kali. No more grub failed to install error as the installer was able to find grub-efi-amd64

Aug 31 12:55:27 apt-setup: Writing new source list
Aug 31 12:55:27 apt-setup: Source list entries for this disc are:
Aug 31 12:55:27 apt-setup: deb cdrom:[Debian GNU/Linux 7.0 Kali - Official Snapshot amd64 LIVE/INSTALL Binary 20140822-15:33]/ kali contrib main no$
Aug 31 12:55:27 apt-setup: Repeat this process for the rest of the CDs in your set.
Aug 31 12:55:36 apt-setup: warning: /usr/lib/apt-setup/generators/50mirror returned error code 1; discarding output
Aug 31 12:55:37 in-target: Err http://security.kali.org kali/updates Release.gpg
Aug 31 12:55:37 in-target: Could not resolve 'security.kali.org'
Aug 31 12:55:37 in-target: Reading package lists...
Aug 31 12:55:37 in-target:
Aug 31 12:55:37 in-target: W: Failed to fetch http://security.kali.org/kali-security/dists/kali/updates/Release.gpg Could not resolve 'security.kali$
Aug 31 12:55:37 in-target:
Aug 31 12:55:37 in-target: W: Some index files failed to download. They have been ignored, or old ones used instead.
Aug 31 12:55:38 lilo-installer: LILO not usable on EFI PCs without BIOS compatibility; use grub-efi
Aug 31 12:55:38 main-menu[1017]: INFO: Menu item 'grub-installer' selected
Aug 31 12:55:38 grub-installer: info: architecture: amd64/efi
Aug 31 12:55:38 in-target: Reading package lists...
Aug 31 12:55:38 in-target:
Aug 31 12:55:38 in-target: Building dependency tree...
Aug 31 12:55:38 in-target:
Aug 31 12:55:38 in-target: Reading state information...
Aug 31 12:55:38 in-target:
Aug 31 12:55:38 in-target: Suggested packages:
Aug 31 12:55:38 in-target: multiboot-doc grub-emu xorriso
Aug 31 12:55:38 in-target: The following NEW packages will be installed:
Aug 31 12:55:38 in-target: grub-common
Aug 31 12:55:37 in-target:
Aug 31 12:55:37 in-target: W: Some index files failed to download. They have been ignored, or old ones used instead.
Aug 31 12:55:38 lilo-installer: LILO not usable on EFI PCs without BIOS compatibility; use grub-efi
Aug 31 12:55:38 main-menu[1017]: INFO: Menu item 'grub-installer' selected
Aug 31 12:55:38 grub-installer: info: architecture: amd64/efi
Aug 31 12:55:38 in-target: Reading package lists...
Aug 31 12:55:38 in-target:
Aug 31 12:55:38 in-target: Building dependency tree...
Aug 31 12:55:38 in-target:
Aug 31 12:55:38 in-target: Reading state information...
Aug 31 12:55:38 in-target:
Aug 31 12:55:38 in-target: Suggested packages:
Aug 31 12:55:38 in-target: multiboot-doc grub-emu xorriso
Aug 31 12:55:38 in-target: The following NEW packages will be installed:
Aug 31 12:55:38 in-target: grub-common
Aug 31 12:55:39 in-target: 0 upgraded, 1 newly installed, 0 to remove and 0 not upgraded.
Aug 31 12:55:39 in-target: Need to get 0 B/1,533 kB of archives.
Aug 31 12:55:39 in-target: After this operation, 5,416 kB of additional disk space will be used.
Aug 31 12:55:39 in-target: Selecting previously unselected package grub-common.
Aug 31 12:55:39 in-target: (Reading database ...
Aug 31 12:55:39 in-target: 316430 files and directories currently installed.)
Aug 31 12:55:39 in-target: Unpacking grub-common (from .../grub-common_1.99-27+deb7u2_amd64.deb) ...
Aug 31 12:55:39 in-target: Processing triggers for man-db ...
Aug 31 12:56:17 in-target: Setting up grub-common (1.99-27+deb7u2) ...
Aug 31 12:56:29 in-target: Reading package lists...
Aug 31 12:56:29 in-target:
Aug 31 12:56:29 in-target: Building dependency tree...
Aug 31 12:56:29 in-target:
Aug 31 12:56:29 in-target: Reading state information...
Aug 31 12:56:29 in-target:
Aug 31 12:56:29 in-target: grub-common is already the newest version.
Aug 31 12:55:39 in-target: Need to get 0 B/1,533 kB of archives.
Aug 31 12:55:39 in-target: After this operation, 5,416 kB of additional disk space will be used.
Aug 31 12:55:39 in-target: Selecting previously unselected package grub-common.
Aug 31 12:55:39 in-target: (Reading database ...
Aug 31 12:55:39 in-target: 316430 files and directories currently installed.)
Aug 31 12:55:39 in-target: Unpacking grub-common (from .../grub-common_1.99-27+deb7u2_amd64.deb) ...
Aug 31 12:55:39 in-target: Processing triggers for man-db ...
Aug 31 12:56:17 in-target: Setting up grub-common (1.99-27+deb7u2) ...
Aug 31 12:56:29 in-target: Reading package lists...
Aug 31 12:56:29 in-target:
Aug 31 12:56:29 in-target: Building dependency tree...
Aug 31 12:56:29 in-target:
Aug 31 12:56:29 in-target: Reading state information...
Aug 31 12:56:29 in-target:
Aug 31 12:56:29 in-target: grub-common is already the newest version.
Aug 31 12:56:29 in-target: 0 upgraded, 0 newly installed, 0 to remove and 0 not upgraded.
Aug 31 12:56:29 grub-installer: info: Identified partition label for /dev/sda3: gpt
Aug 31 12:56:30 grub-installer: dpkg: warning: ignoring request to remove grub which isn't installed
Aug 31 12:56:30 grub-installer: dpkg: warning: ignoring request to remove grub-legacy which isn't installed
Aug 31 12:56:30 grub-installer: dpkg: warning: ignoring request to remove grub-pc-bin which isn't installed
Aug 31 12:56:30 grub-installer: dpkg: warning: ignoring request to remove grub-pc which isn't installed
Aug 31 12:56:30 in-target: Reading package lists...
Aug 31 12:56:30 in-target:
Aug 31 12:56:30 in-target: Building dependency tree...
Aug 31 12:56:30 in-target:
Aug 31 12:56:30 in-target: Reading state information...
Aug 31 12:56:30 in-target:
Aug 31 12:56:30 in-target: Package grub-efi is not available, but is referred to by another package.
Aug 31 12:56:30 in-target: This may mean that the package is missing, has been obsoleted, or
Aug 31 12:56:30 in-target: is only available from another source
Aug 31 12:56:30 in-target: However the following packages replace it:
Aug 31 12:56:29 grub-installer: info: Identified partition label for /dev/sda3: gpt
Aug 31 12:56:30 grub-installer: dpkg: warning: ignoring request to remove grub which isn't installed
Aug 31 12:56:30 grub-installer: dpkg: warning: ignoring request to remove grub-legacy which isn't installed
Aug 31 12:56:30 grub-installer: dpkg: warning: ignoring request to remove grub-pc-bin which isn't installed
Aug 31 12:56:30 grub-installer: dpkg: warning: ignoring request to remove grub-pc which isn't installed
Aug 31 12:56:30 in-target: Reading package lists...
Aug 31 12:56:30 in-target:
Aug 31 12:56:30 in-target: Building dependency tree...
Aug 31 12:56:30 in-target:
Aug 31 12:56:30 in-target: Reading state information...
Aug 31 12:56:30 in-target:
Aug 31 12:56:30 in-target: Package grub-efi is not available, but is referred to by another package.
Aug 31 12:56:30 in-target: This may mean that the package is missing, has been obsoleted, or
Aug 31 12:56:30 in-target: is only available from another source
Aug 31 12:56:30 in-target: However the following packages replace it:
Aug 31 12:56:30 in-target: grub2-common grub-common
Aug 31 12:56:30 in-target:
Aug 31 12:56:30 in-target: E
Aug 31 12:56:30 in-target: : Package 'grub-efi' has no installation candidate
Aug 31 12:56:30 grub-installer: info: Calling 'apt-install grub-efi' failed