This is a pain point for me, too. It's not currently possible on Server, but I believe it will be in the near future (especially since it's a feature in Cloud, I think).
Our workaround is creating a Scrum board that's basically the same configuration as what is used in our Kanban board, but just don't use the Sprints feature of a Kanban board. This way, we can easily click through each Epic to see which stories belong to each Epic.
This approach unfortunately requires you to use two separate boards, but it's the best thing we've found so far until Server includes the option to have the Epics panel in Kanban boards.
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