Try to install it with this command:
apt-get install linux-headers-$(uname -r)
Then I get the error:
Couldnt find any package by glob 'linux-headers-4.3.0-kali-amd64'
apt-get update -y && apt-get upgrade -y && apt-get dist-upgrade -y
This should update your system to 4.4.0.. and then you are aligned to the 4.4.0 Kali headers.