I like to use YUMI to maintain a USB thumb drive with various live operating systems and installers, including Kali. I generally prefer this over the dd image method. From time to time, I run into trouble with operating systems which aren't immediately compatible, but can often find a resolution. This was the case with Kali 2.0. I could boot into the installer, but the installer itself would fail to detect the installation media. This caused the installer to fail completely. Here are the screenshots - you can click to zoom.
Here's the fix I came up with. I went back to the menu and chose Execute a Shell. Using the shell, I deleted /cdrom and created a new symlink to /cdrom from the appropriate directory of the installation media. (Fyi, in this particular chassis, I don't have a CD-ROM drive at all.)
This tricked the installer into thinking the files on the USB thumb drive were located on an installer CD. The issue was immediately resolved and the installer was able to proceed past the point it was stuck at.
Hope this little hack helps someone out!