Pentoo uses a text mode installer that offers extra customisation right from the beginning. That said, you can accept the defaults for most of the questions.
Debian-based Parrot Security boots straight into the live desktop, where the installer is invoked from an icon. It’s nice to see a distro that embraces Btrfs as the main partition format. Other than that, it’s a fairly standard Linux GUI installation experience. Like all of these options, there are instructions on the website to install onto a USB flash drive.
Kali also uses Debian, and the installation is fairly standard but has a couple of extra questions, such as the domain name. There are two options for software choice but it’s unlikely that you’d decide not to install the security tools. You can, however, choose between Xfce (default), KDE and Gnome for the desktop. It’s also possible to select Expert Install for a text-mode installation that gives more control over installed software and other fine details.