Yes, using the GRUB bootloader from Kali instead of EasyBCD's would indeed also allow you to choose Win 10 or Linux when booting.
No, it does not work in UEFI secure boot mode either so you still need to turn that off in the BIOS. By design, secure boot means only an OS with a Microsoft certificate can boot, such as Win 8 or Win 10. This is exactly what the error message should have told you if you read it and clicked the "help" button like it said to. What it would not mention is you have to change the UEFI settings in Windows' Troubleshoot--Advanced Options first or 10 will never boot again (not an issue if you intend to reinstall Win 10).
Note that since Win 10 came out, being able to disable secure boot in the BIOS...