After reading this documentation: http://kafka.apache.org/documentation.html#security_ssl I was able to set up Kafka using SSL with a self-signed certificate.
I tried setting it up with a Digicert certificate, and it can present the certificate, but doesn't present the intermediate.
I wasn't able to find any documentation around using a certificate chain/intermediate certificates with Kafka, so I do not know if this is actually possible.
My keystore looks like this:
$ keytool -list -keystore star_dev.keystore
Keystore type: JKS
Keystore provider: SUN
Your keystore contains 2 entries
intermediateca, 18-May-2018, trustedCertEntry,
Certificate fingerprint (SHA1): 1F:B8:6B:11:68:EC:74:31[...]
star_dev, 18-May-2018, PrivateKeyEntry,
Certificate fingerprint (SHA1): 9D:B8:05:44:B1:2D:8E:3E[...]