I have no hands on experience with Kigelia. But I did a little Wikipedia, and can make a few predictions. It is in the Bignoneacea, the family that includes Catalpa & Jacaranda. In nature the leaves are huge, 12 to 21 inches according to Wiki. They are opposite, and pinnate. There are 6 to 10 leaflets per each 12 to 21 inch leaf, and the individual leaflets can be 8 inches long and 2+ inches wide. As a general rule, leaves that large simply won't reduce enough to make a bonsai with proportional leaf size. Leaves will always be "too big''. The fruit can weigh between 10 and 22 pounds, ouch if it drops on you. A small tree, should it fruit, the weight of the fruit would likely break off a branch. Chances are fair it won't fruit until a rather large tree.
On the plus side, bark looks cool, nice and rough. The flowers are spectacular, but I suspect that it will take a larger tree to produce flowers.
Lincoln Park Conservatory has a specimen tree that produces fruit, it appears to be over 20 feet tall and rather old. larger diameter trunk for a conservatory specimen.
It may make a fun tropical container plant, you wheel it outside on a dolly for the summer, wheel it back in for the winter. You can use bonsai techniques to train it to an attractive shape. But it is highly unlikely to make a "bonsai". It will try to become a large tree. It will not stay windowsill size for you.
SO enjoy it as a wacky, botanical wonder. Grow it into as large a tree as you can manage. But don't frustrate yourself with trying to make it a conventional bonsai, it will simply not submit to bonsai cultivation techniques.