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The Kelvin-Helmholtz instability is a ubiquitous physical process in ordinary fluids and plasmas, frequently observed also in space environments. In this paper, kinetic effects at proton scales in the nonlinear and turbulent stage of the Kelvin-Helmholtz instability have been studied in magnetized collisionless plasmas by means of Hybrid Vlasov-Maxwell simulations. The main goal of this work is to point out the back reaction on particles triggered by the evolution of such instability, as energy reaches kinetic scales along the turbulent cascade. Interestingly, turbulence is inhibited when Kelvin-Helmholtz instability develops over an initial state which is not an exact equilibrium state. On the other hand, when an initial equilibrium condition is considered, energy can be efficiently transferred towards short scales, reaches the typical proton wavelengths and drives the dynamics of particles. As a consequence of the interaction of particles with the turbulent fluctuating fields, the proton velocity distribution deviates significantly from the local thermodynamic equilibrium, the degree of deviation increasing with the level of turbulence in the system and being located near regions of strong magnetic stresses. These numerical results support recent space observations from the Magnetospheric MultiScale mission of ion kinetic effects driven by the turbulent dynamics at the Earth's magnetosheath (Perri et al., 2020, JPlPh, 86, 905860108) and by the Kelvin-Helmholtz instability in the Earth's magnetosphere (Sorriso-Valvo et al., 2019, PhRvL, 122, 035102).