Watch the output of the above. Seems to work in 2019 kali distros, but not 2020 due to missing linux headers.
sudo apt-get install linux-headers-$(uname -r)
If the above doesnt work for your distro (didn't for me), you will need to do it manually. Looking at the output of the above should tell you what it is attempting to find (such as linux-headers-5.9.0-kali2-amd64).