How to push JMX metrics using JMX exporter from Kafka consumer to prometheus without making any change in kafka server side
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Kafka server is not responsible for exposing consumer client metrics, and the JMX exporter is pulled, not pushed, depending on how you've configured the Prometheus server metrics scraper
As for how to get consumer metrics - add the JMX exporter to the JVM args when you run the consumer, just like any other Java client you may be monitoring, then modify your scraper to discover the consumer endpoint(s)
If you literally want to push data to Prometheus, that would require the PushGateway