The list of compatible adapters is often very short, and confusing because the support depends on the operating system and often it breaks when updating Kali.
In particular, nothing is said about Mac OS X compability.

Here the good news, I tested the TP-LINK WN821N USB adapter and it seems to work properly in Kali Linux 2016.x installed in VMware Fusion (VMware Fusion 8.5.3 on Mac OS X El Capitan 10.11.6). The TP-LINK WN821N is athereos based and it supports 802.11n standard at 300 Mbps and it is quite cheap. You can buy it on Amazon HERE. Stay away from TP-LINK Archer T4UH (AC1200) which is Realtek based and its Linux drivers are badly outdated (but it is a good adapter under Windows, with over 200Mbps throughput).
These are the very basic steps:

1. Once you booted the system and logged in as root, you can connect the USB wireless adapter. VMWare will ask you to select if connect it to Linux or to the Mac. Select to connect it to Linux.
   
2. You should now see the adapter in airmon-ng
   
3. You can then start airmong-ng. The command show the interface created for monitoring.
   
4. The final steps are to run airodump-ng to extract the MAC addresses and use airplay-ng to lunch a deauthentication attack. For the full tutorial see HERE.