Hey there!
I'm running KaliLinux on a Windows host, and direct Wi-Fi-access is a must.
The problem is that internet is provided by the VirtualBox network adapter, a LAN-connection, and my Wi-Fi-adapter is an integrated PCI-card.
I've researched the entire internet, but nothing was found.
And yeah, I know that I can use a USB-adapter, but it would be great if there is a possibility to use the Wi-Fi in the directly in the guest-VM.
I hope that this will be included in a next update.